+271.6%
NEM vs PEGA
+44.0%
+227.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.3% | -5.4% | -4.2% |
| 7D | +11.6% | -8.2% | +19.8% | +11.9% |
| 30D | +1.8% | -11.6% | +13.4% | +2.1% |
| 3M | +2.5% | -4.2% | +6.7% | +2.6% |
| 6M | +3.4% | -12.0% | +15.4% | +3.8% |
| YTD | +20.9% | -46.9% | +67.8% | +23.0% |
| 1Y | +37.2% | -47.0% | +84.2% | +39.5% |
| 3Y | +271.6% | +40.9% | +230.8% | +235.3% |
| All | +271.6% | +44.0% | +227.6% | +235.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling