-11.8%
OTIS vs PEGA
+49.1%
-60.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -1.0% |
| 7D | -2.2% | -6.1% | +4.0% | -2.0% |
| 30D | -4.3% | +6.4% | -10.7% | -4.5% |
| 3M | -2.2% | +2.9% | -5.1% | -2.4% |
| 6M | -19.9% | -23.8% | +3.9% | -19.7% |
| YTD | -19.3% | -41.1% | +21.7% | -18.9% |
| 1Y | -19.6% | -38.2% | +18.7% | -19.2% |
| All | -11.8% | +49.1% | -60.9% | -19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling