-20.9%
OTIS vs PEGA
-37.1%
+16.3%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.0% | -4.0% | -2.1% |
| 7D | -5.0% | -5.3% | +0.3% | -4.8% |
| 30D | -6.5% | +8.3% | -14.8% | -6.8% |
| 3M | -2.0% | +8.9% | -10.9% | -2.6% |
| 6M | -20.2% | -19.7% | -0.5% | -20.1% |
| YTD | -21.0% | -39.9% | +18.9% | -21.4% |
| 1Y | -20.9% | -36.4% | +15.5% | -21.6% |
| All | -20.9% | -37.1% | +16.3% | -21.6% |
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 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