-71.6%
OPEN vs PEGA
-24.0%
-47.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.2% | +1.6% | -0.1% |
| 7D | +1.0% | -2.4% | +3.4% | +2.4% |
| 30D | -11.9% | +9.6% | -21.5% | -17.0% |
| 3M | -28.8% | +2.3% | -31.1% | -31.7% |
| 6M | -38.6% | -23.9% | -14.7% | -30.3% |
| YTD | -47.3% | -39.8% | -7.6% | -32.9% |
| 1Y | -49.2% | -37.4% | -11.8% | -37.4% |
| 3Y | -18.8% | +53.1% | -71.9% | -62.3% |
| 5Y | -83.6% | -47.2% | -36.4% | -82.1% |
| All | -71.6% | -24.0% | -47.6% | -70.7% |
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