-13.4%
OTIS vs PEGA
-46.7%
+33.4%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.5% | -0.6% |
| 7D | -3.0% | -4.6% | +1.6% | -2.6% |
| 30D | +14.0% | -6.8% | +20.8% | +14.5% |
| 3M | +4.9% | +2.6% | +2.4% | +4.9% |
| 6M | +5.4% | -5.4% | +10.7% | +5.2% |
| YTD | -10.2% | -46.0% | +35.8% | -10.1% |
| 1Y | -13.4% | -45.6% | +32.2% | -13.2% |
| All | -13.4% | -46.7% | +33.4% | -13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling