-87.0%
OPEN vs PEGA
-31.2%
-55.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -3.5% | -18.3% | -19.7% |
| 7D | -22.2% | -4.5% | -17.7% | -19.5% |
| 30D | -38.3% | -5.7% | -32.6% | -35.4% |
| 3M | -59.4% | +2.6% | -61.9% | -59.9% |
| 6M | -74.4% | -10.6% | -63.8% | -73.2% |
| YTD | -76.0% | -45.5% | -30.5% | -67.4% |
| 1Y | -78.7% | -44.8% | -33.9% | -71.2% |
| 3Y | -30.0% | +45.5% | -75.5% | -66.9% |
| 5Y | -93.7% | -45.3% | -48.4% | -93.4% |
| All | -87.0% | -31.2% | -55.8% | -85.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling