+74.2%
OTIS vs PEGA
+22.0%
+52.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | -0.7% | +3.3% | -4.0% | -1.1% |
| 30D | -2.0% | +17.7% | -19.7% | -3.7% |
| 3M | +2.6% | +5.8% | -3.2% | +1.6% |
| 6M | -20.9% | -20.3% | -0.7% | -19.6% |
| YTD | -17.1% | -37.1% | +20.0% | -13.9% |
| 1Y | -15.9% | -30.2% | +14.3% | -13.9% |
| 3Y | -12.7% | +48.1% | -60.9% | -23.5% |
| 5Y | -15.7% | -46.8% | +31.1% | -12.2% |
| All | +74.2% | +22.0% | +52.2% | +45.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling