+1,748.9%
NI vs PEGA
+1,209.2%
+539.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.3% | -0.6% |
| 7D | +2.0% | +3.3% | -1.3% | +1.9% |
| 30D | -3.5% | +17.7% | -21.3% | -4.2% |
| 3M | -9.1% | +5.8% | -14.9% | -9.5% |
| 6M | -11.8% | -20.3% | +8.4% | -11.3% |
| YTD | +1.1% | -37.1% | +38.2% | +2.6% |
| 1Y | +6.7% | -30.2% | +36.9% | +7.7% |
| 3Y | +71.1% | +48.1% | +23.0% | +65.5% |
| 5Y | +94.3% | -46.8% | +141.1% | +93.7% |
| 10Y | +135.8% | +191.3% | -55.5% | +119.9% |
| All | +1,748.9% | +1,209.2% | +539.6% | +1,530.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling