+191.9%
NI vs PEGA
+94.9%
+97.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.4% |
| 7D | +3.1% | -4.6% | +7.6% | +3.5% |
| 30D | +11.2% | -6.8% | +18.0% | +11.8% |
| 3M | +9.8% | +2.6% | +7.3% | +9.3% |
| 6M | -1.6% | -5.4% | +3.8% | -1.8% |
| YTD | +12.6% | -46.0% | +58.7% | +18.6% |
| 1Y | +7.8% | -45.6% | +53.4% | +13.3% |
| 3Y | +100.5% | +43.2% | +57.4% | +80.1% |
| 5Y | +114.4% | -45.3% | +159.7% | +118.3% |
| All | +191.9% | +94.9% | +97.0% | +139.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling