+8.5%
NI vs PEGA
-44.4%
+52.9%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +3.9% | -2.9% | +6.8% | +3.8% |
| 30D | +15.3% | -0.5% | +15.8% | +15.3% |
| 3M | +2.4% | +8.5% | -6.1% | +2.8% |
| 6M | -4.5% | -6.3% | +1.7% | -4.2% |
| YTD | +11.4% | -42.2% | +53.6% | +10.5% |
| 1Y | +8.5% | -43.4% | +51.9% | +8.3% |
| All | +8.5% | -44.4% | +52.9% | +8.3% |
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 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