+3,807.2%
NEE vs PEGA
+1,209.2%
+2,598.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.2% | -0.7% |
| 7D | +1.9% | +3.3% | -1.3% | +1.8% |
| 30D | -2.2% | +17.7% | -19.9% | -2.9% |
| 3M | -1.2% | +5.8% | -7.0% | -1.6% |
| 6M | -8.6% | -20.3% | +11.7% | -8.0% |
| YTD | +6.2% | -37.1% | +43.3% | +7.8% |
| 1Y | +21.1% | -30.2% | +51.3% | +22.2% |
| 3Y | +36.4% | +48.1% | -11.7% | +31.2% |
| 5Y | +11.4% | -46.8% | +58.2% | +10.8% |
| 10Y | +250.0% | +191.3% | +58.7% | +225.5% |
| All | +3,807.2% | +1,209.2% | +2,598.0% | +3,275.7% |
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