+658.6%
ONTO vs PEGA
+1.1%
+657.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.0% | +7.1% | +6.5% |
| 7D | -1.0% | +3.3% | -4.3% | -2.1% |
| 30D | -2.9% | +17.7% | -20.6% | -8.3% |
| 3M | -2.5% | +5.8% | -8.3% | -6.6% |
| 6M | +28.2% | -20.3% | +48.5% | +33.9% |
| YTD | +69.8% | -37.1% | +106.9% | +90.3% |
| 1Y | +162.9% | -30.2% | +193.1% | +179.2% |
| 3Y | +95.9% | +48.1% | +47.8% | +38.0% |
| 5Y | +244.5% | -46.8% | +291.3% | +321.8% |
| All | +658.6% | +1.1% | +657.5% | +459.9% |
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