-71.4%
OPEN vs PEGA
-44.4%
-26.9%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | 0.0% | +13.8% | +13.8% |
| 7D | +3.7% | -2.9% | +6.5% | +4.5% |
| 30D | -14.3% | -0.5% | -13.8% | -14.0% |
| 3M | -51.9% | +8.5% | -60.4% | -52.8% |
| 6M | -61.4% | -6.3% | -55.1% | -60.9% |
| YTD | -66.0% | -42.2% | -23.8% | -58.6% |
| 1Y | -71.4% | -43.4% | -27.9% | -62.3% |
| All | -71.4% | -44.4% | -26.9% | -62.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling