+72.7%
NEM vs PEGA
-30.0%
+102.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.7% |
| 7D | +0.3% | +3.3% | -3.0% | +0.1% |
| 30D | +23.1% | +17.7% | +5.3% | +21.9% |
| 3M | +18.5% | +5.8% | +12.7% | +18.9% |
| 6M | +7.8% | -20.3% | +28.0% | +11.2% |
| YTD | +29.1% | -37.1% | +66.3% | +36.8% |
| 1Y | +72.7% | -30.2% | +102.9% | +81.0% |
| All | +72.7% | -30.0% | +102.7% | +81.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling