+62.3%
NEM vs PEGA
-37.1%
+99.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.0% | -4.0% | -2.1% |
| 7D | -3.3% | -5.3% | +2.0% | -3.0% |
| 30D | +7.8% | +8.3% | -0.4% | +7.3% |
| 3M | +36.3% | +8.9% | +27.3% | +35.8% |
| 6M | +6.6% | -19.7% | +26.3% | +9.6% |
| YTD | +27.1% | -39.9% | +67.0% | +35.5% |
| 1Y | +62.3% | -36.4% | +98.7% | +71.1% |
| All | +62.3% | -37.1% | +99.5% | +71.1% |
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