+70.6%
NI vs PEGA
+48.1%
+22.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.2% | +5.4% | +1.4% |
| 7D | +2.3% | -2.4% | +4.7% | +2.4% |
| 30D | -1.7% | +9.6% | -11.3% | -2.0% |
| 3M | -8.0% | +2.3% | -10.3% | -8.1% |
| 6M | -8.6% | -23.9% | +15.3% | -7.4% |
| YTD | +2.3% | -39.8% | +42.1% | +4.8% |
| 1Y | +6.9% | -37.4% | +44.3% | +9.1% |
| 3Y | +70.6% | +53.1% | +17.4% | +52.3% |
| All | +70.6% | +48.1% | +22.5% | +52.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling