+245.4%
NEE vs PEGA
+180.6%
+64.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.2% | -0.4% |
| 7D | -1.9% | -5.3% | +3.4% | -1.4% |
| 30D | -3.1% | +8.3% | -11.4% | -4.0% |
| 3M | -2.4% | +8.9% | -11.3% | -3.6% |
| 6M | -8.6% | -19.7% | +11.1% | -7.1% |
| YTD | +4.9% | -39.9% | +44.8% | +9.6% |
| 1Y | +19.4% | -36.4% | +55.8% | +23.4% |
| 3Y | +34.9% | +52.8% | -17.9% | +17.0% |
| 5Y | +11.0% | -45.7% | +56.7% | +13.5% |
| All | +245.4% | +180.6% | +64.8% | +179.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling