+3,894.3%
NEE vs PEGA
+1,023.8%
+2,870.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -0.9% |
| 7D | -3.4% | -4.6% | +1.2% | -3.2% |
| 30D | +9.0% | -6.8% | +15.8% | +9.3% |
| 3M | +0.2% | +2.6% | -2.4% | 0.0% |
| 6M | -8.5% | -5.4% | -3.1% | -8.6% |
| YTD | +8.6% | -46.0% | +54.6% | +10.8% |
| 1Y | +2.2% | -45.6% | +47.8% | +4.2% |
| 3Y | +69.1% | +43.2% | +25.9% | +62.8% |
| 5Y | +13.0% | -45.3% | +58.3% | +12.3% |
| 10Y | +288.0% | +88.9% | +199.1% | +266.5% |
| All | +3,894.3% | +1,023.8% | +2,870.5% | +3,371.4% |
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