+113.1%
NI vs PEGA
-45.8%
+159.0%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | +0.6% | -8.6% | +9.2% | +1.0% |
| 30D | +11.2% | -10.1% | +21.3% | +11.7% |
| 3M | +9.2% | -4.7% | +13.9% | +9.2% |
| 6M | -1.8% | -8.0% | +6.1% | -1.8% |
| YTD | +12.0% | -47.1% | +59.1% | +15.2% |
| 1Y | +6.4% | -47.5% | +53.9% | +9.5% |
| 3Y | +99.4% | +40.2% | +59.1% | +89.3% |
| 5Y | +113.1% | -45.7% | +158.9% | +102.7% |
| All | +113.1% | -45.8% | +159.0% | +102.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling