-75.3%
NKE vs PEGA
-44.5%
-30.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.4% |
| 7D | -1.6% | +0.1% | -1.6% | -1.6% |
| 30D | +7.6% | -4.1% | +11.8% | +8.3% |
| 3M | -6.9% | -2.8% | -4.1% | -6.6% |
| 6M | -8.5% | -0.4% | -8.1% | -9.2% |
| YTD | -38.8% | -45.4% | +6.6% | -33.1% |
| 1Y | -40.6% | -42.6% | +2.1% | -35.8% |
| 3Y | -60.9% | +45.4% | -106.3% | -66.7% |
| All | -75.3% | -44.5% | -30.8% | -73.9% |
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