-89.0%
OPEN vs PEGA
-31.1%
-57.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.2% | -4.9% | -4.4% |
| 7D | -15.0% | +0.1% | -15.1% | -15.3% |
| 30D | -40.2% | -4.1% | -36.1% | -38.2% |
| 3M | -67.4% | -2.8% | -64.6% | -66.9% |
| 6M | -74.0% | -0.4% | -73.6% | -74.7% |
| YTD | -79.6% | -45.4% | -34.2% | -72.4% |
| 1Y | -86.1% | -42.6% | -43.5% | -81.8% |
| 3Y | -41.4% | +45.4% | -86.8% | -72.4% |
| 5Y | -94.9% | -44.6% | -50.3% | -94.7% |
| All | -89.0% | -31.1% | -57.9% | -87.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling