+7.8%
NI vs PEGA
-46.7%
+54.5%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.6% |
| 7D | +3.1% | -4.6% | +7.6% | +2.9% |
| 30D | +11.2% | -6.8% | +18.0% | +10.9% |
| 3M | +9.8% | +2.6% | +7.3% | +10.0% |
| 6M | -1.6% | -5.4% | +3.8% | -1.5% |
| YTD | +12.6% | -46.0% | +58.7% | +11.1% |
| 1Y | +7.8% | -45.6% | +53.4% | +6.2% |
| All | +7.8% | -46.7% | +54.5% | +6.2% |
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 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