-16.8%
OPEN vs PEGA
+49.4%
-66.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.9% |
| 7D | -4.3% | +3.3% | -7.5% | -5.1% |
| 30D | -16.2% | +17.7% | -34.0% | -20.1% |
| 3M | -36.4% | +5.8% | -42.2% | -37.9% |
| 6M | -35.5% | -20.3% | -15.2% | -32.1% |
| YTD | -46.0% | -37.1% | -8.8% | -39.5% |
| 1Y | -47.1% | -30.2% | -16.9% | -42.7% |
| All | -16.8% | +49.4% | -66.2% | -34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling