+0.6%
OTIS vs PEGA
-44.5%
+45.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.9% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | +12.8% | -4.1% | +16.9% | +13.1% |
| 3M | +7.4% | -2.8% | +10.2% | +7.5% |
| 6M | +7.7% | -0.4% | +8.2% | +7.3% |
| YTD | -9.3% | -45.4% | +36.1% | -5.4% |
| 1Y | -12.1% | -42.6% | +30.5% | -8.8% |
| 3Y | +0.6% | +45.4% | -44.8% | -11.2% |
| All | +0.6% | -44.5% | +45.1% | +3.6% |
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 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