+300.2%
NEM vs PEGA
+180.6%
+119.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.0% | -4.0% | -2.1% |
| 7D | -3.3% | -5.3% | +2.0% | -2.9% |
| 30D | +7.8% | +8.3% | -0.4% | +7.2% |
| 3M | +36.3% | +8.9% | +27.3% | +35.0% |
| 6M | +6.6% | -19.7% | +26.3% | +7.9% |
| YTD | +27.1% | -39.9% | +67.0% | +31.1% |
| 1Y | +62.3% | -36.4% | +98.7% | +66.4% |
| 3Y | +245.1% | +52.8% | +192.3% | +219.8% |
| 5Y | +154.0% | -45.7% | +199.7% | +152.1% |
| All | +300.2% | +180.6% | +119.6% | +176.6% |
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