+28.0%
NBIS vs PEGA
-44.4%
+72.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | 0.0% | -6.7% | -6.7% |
| 7D | -22.4% | -2.9% | -19.5% | -22.7% |
| 30D | -39.1% | -0.5% | -38.7% | -39.1% |
| 3M | -37.3% | +8.5% | -45.8% | -36.8% |
| 6M | -19.8% | -6.3% | -13.5% | -14.3% |
| YTD | +69.1% | -42.2% | +111.3% | +106.8% |
| 1Y | +28.0% | -43.4% | +71.5% | +57.1% |
| All | +28.0% | -44.4% | +72.5% | +57.1% |
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