-84.0%
OPEN vs PEGA
-46.5%
-37.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.2% |
| 7D | -4.3% | +3.3% | -7.5% | -6.0% |
| 30D | -16.2% | +17.7% | -34.0% | -24.1% |
| 3M | -36.4% | +5.8% | -42.2% | -39.9% |
| 6M | -35.5% | -20.3% | -15.2% | -28.9% |
| YTD | -46.0% | -37.1% | -8.8% | -33.2% |
| 1Y | -47.1% | -30.2% | -16.9% | -39.5% |
| 3Y | -19.0% | +48.1% | -67.1% | -60.2% |
| All | -84.0% | -46.5% | -37.5% | -82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling