-16.5%
OTIS vs PEGA
-45.0%
+28.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.7% |
| 7D | -3.0% | -3.0% | 0.0% | -2.7% |
| 30D | -6.0% | +15.9% | -21.9% | -7.3% |
| 3M | -0.9% | +10.8% | -11.7% | -2.1% |
| 6M | -17.3% | -16.5% | -0.8% | -16.5% |
| YTD | -19.6% | -39.0% | +19.5% | -16.8% |
| 1Y | -21.0% | -37.3% | +16.2% | -18.7% |
| 3Y | -12.1% | +59.2% | -71.3% | -23.2% |
| All | -16.5% | -45.0% | +28.4% | -9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling