+69.1%
OTIS vs PEGA
+18.4%
+50.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.6% |
| 7D | -3.0% | -3.0% | 0.0% | -2.7% |
| 30D | -6.0% | +15.9% | -21.9% | -7.5% |
| 3M | -0.9% | +10.8% | -11.7% | -2.3% |
| 6M | -17.3% | -16.5% | -0.8% | -16.3% |
| YTD | -19.6% | -39.0% | +19.5% | -16.2% |
| 1Y | -21.0% | -37.3% | +16.2% | -18.2% |
| 3Y | -12.1% | +59.2% | -71.3% | -24.1% |
| 5Y | -17.1% | -44.9% | +27.8% | -14.6% |
| All | +69.1% | +18.4% | +50.7% | +41.6% |
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