+341.5%
ONTO vs PEGA
-9.1%
+350.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.6% | -2.3% | -13.3% | -14.9% |
| 7D | -29.7% | -1.6% | -28.1% | -29.3% |
| 30D | -50.3% | -3.0% | -47.3% | -50.0% |
| 3M | -43.5% | +5.8% | -49.3% | -45.4% |
| 6M | -48.9% | -8.8% | -40.0% | -49.4% |
| YTD | -1.2% | -43.5% | +42.3% | +13.3% |
| 1Y | +14.9% | -43.4% | +58.3% | +31.5% |
| 3Y | +31.2% | +48.6% | -17.4% | -10.1% |
| 5Y | +68.1% | -43.3% | +111.4% | +87.2% |
| All | +341.5% | -9.1% | +350.6% | +233.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PEGA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling