+310.5%
NEM vs PEGA
+1,209.2%
-898.7%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.8% |
| 7D | +0.3% | +3.3% | -3.0% | +0.2% |
| 30D | +23.1% | +17.7% | +5.3% | +22.4% |
| 3M | +18.5% | +5.8% | +12.7% | +18.1% |
| 6M | +7.8% | -20.3% | +28.0% | +8.3% |
| YTD | +29.1% | -37.1% | +66.3% | +30.6% |
| 1Y | +72.7% | -30.2% | +102.9% | +74.0% |
| 3Y | +248.7% | +48.1% | +200.6% | +240.1% |
| 5Y | +148.7% | -46.8% | +195.5% | +147.8% |
| 10Y | +304.8% | +191.3% | +113.5% | +283.1% |
| All | +310.5% | +1,209.2% | -898.7% | +249.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling