-86.9%
OPEN vs PEGA
-33.9%
-53.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.9% | +4.6% | +3.1% |
| 7D | -21.7% | -10.0% | -11.7% | -16.1% |
| 30D | -36.5% | -12.7% | -23.8% | -30.4% |
| 3M | -59.5% | -4.6% | -55.0% | -58.4% |
| 6M | -71.9% | -13.1% | -58.8% | -70.1% |
| YTD | -75.8% | -47.6% | -28.2% | -66.4% |
| 1Y | -78.5% | -47.0% | -31.5% | -70.2% |
| 3Y | -30.2% | +42.0% | -72.2% | -66.8% |
| 5Y | -93.3% | -47.8% | -45.5% | -92.7% |
| All | -86.9% | -33.9% | -53.1% | -85.3% |
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 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