-41.4%
OPEN vs PEGA
+46.3%
-87.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.2% | -4.9% | -4.0% |
| 7D | -15.0% | +0.1% | -15.1% | -15.1% |
| 30D | -40.2% | -4.1% | -36.1% | -39.2% |
| 3M | -67.4% | -2.8% | -64.6% | -67.0% |
| 6M | -74.0% | -0.4% | -73.6% | -74.1% |
| YTD | -79.6% | -45.4% | -34.2% | -76.4% |
| 1Y | -86.1% | -42.6% | -43.5% | -84.2% |
| 3Y | -41.4% | +45.4% | -86.8% | -56.2% |
| All | -41.4% | +46.3% | -87.7% | -56.2% |
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