+1,970.9%
NI vs PEGA
+1,037.5%
+933.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.5% |
| 7D | +4.3% | +0.1% | +4.2% | +4.3% |
| 30D | +12.4% | -4.1% | +16.5% | +12.5% |
| 3M | +10.2% | -2.8% | +13.0% | +10.2% |
| 6M | -0.8% | -0.4% | -0.4% | -1.1% |
| YTD | +13.2% | -45.4% | +58.6% | +15.5% |
| 1Y | +10.1% | -42.6% | +52.7% | +12.0% |
| 3Y | +103.1% | +45.4% | +57.7% | +96.5% |
| 5Y | +115.5% | -44.6% | +160.1% | +114.5% |
| 10Y | +195.5% | +91.2% | +104.3% | +179.6% |
| All | +1,970.9% | +1,037.5% | +933.4% | +1,736.0% |
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