+153.4%
NEM vs PEGA
-47.9%
+201.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.4% | -0.6% |
| 7D | +3.9% | -2.4% | +6.3% | +4.0% |
| 30D | +12.7% | +9.6% | +3.1% | +12.2% |
| 3M | +28.7% | +2.3% | +26.3% | +28.4% |
| 6M | +9.8% | -23.9% | +33.7% | +11.2% |
| YTD | +28.1% | -39.8% | +67.9% | +31.0% |
| 1Y | +69.3% | -37.4% | +106.8% | +72.7% |
| 3Y | +247.7% | +53.1% | +194.5% | +227.3% |
| 5Y | +153.4% | -47.2% | +200.6% | +131.6% |
| All | +153.4% | -47.9% | +201.3% | +131.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling