+51.1%
NEM vs PEGA
-44.4%
+95.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | 0.0% | +9.9% | +9.9% |
| 7D | +3.7% | -2.9% | +6.5% | +3.8% |
| 30D | +2.0% | -0.5% | +2.5% | +1.9% |
| 3M | +21.1% | +8.5% | +12.6% | +20.3% |
| 6M | +9.5% | -6.3% | +15.8% | +11.0% |
| YTD | +19.1% | -42.2% | +61.2% | +33.5% |
| 1Y | +51.1% | -43.4% | +94.5% | +75.7% |
| All | +51.1% | -44.4% | +95.5% | +75.7% |
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 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