+246.3%
NEE vs PEGA
+175.1%
+71.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.7% | -1.2% |
| 7D | -0.5% | -6.1% | +5.6% | +0.1% |
| 30D | -1.7% | +6.4% | -8.1% | -2.4% |
| 3M | -1.8% | +2.9% | -4.8% | -2.5% |
| 6M | -8.8% | -23.8% | +15.0% | -6.9% |
| YTD | +5.2% | -41.1% | +46.3% | +10.1% |
| 1Y | +21.3% | -38.2% | +59.6% | +25.8% |
| 3Y | +35.2% | +49.8% | -14.6% | +17.5% |
| 5Y | +10.1% | -48.0% | +58.1% | +13.4% |
| All | +246.3% | +175.1% | +71.1% | +181.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling