+1,040.6%
NBIS vs PEGA
-0.9%
+1,041.4%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.0% | -7.1% | -5.5% |
| 7D | +8.3% | -5.3% | +13.6% | +9.3% |
| 30D | +18.1% | +8.3% | +9.8% | +15.3% |
| 3M | +7.8% | +8.9% | -1.2% | +3.1% |
| 6M | +136.6% | -19.7% | +156.3% | +153.2% |
| YTD | +172.5% | -39.9% | +212.4% | +224.3% |
| 1Y | +144.3% | -36.4% | +180.6% | +181.3% |
| All | +1,040.6% | -0.9% | +1,041.4% | +953.2% |
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