+746.6%
NKE vs PEGA
+1,154.6%
-407.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.4% | -0.4% |
| 7D | -0.1% | -2.4% | +2.3% | +0.2% |
| 30D | -7.7% | +9.6% | -17.3% | -8.5% |
| 3M | -10.9% | +2.3% | -13.3% | -11.4% |
| 6M | -31.9% | -23.9% | -8.0% | -30.5% |
| YTD | -38.6% | -39.8% | +1.1% | -36.2% |
| 1Y | -46.9% | -37.4% | -9.5% | -45.2% |
| 3Y | -58.2% | +53.1% | -111.3% | -60.9% |
| 5Y | -74.0% | -47.2% | -26.8% | -73.9% |
| 10Y | -21.6% | +174.3% | -195.9% | -30.6% |
| All | +746.6% | +1,154.6% | -407.9% | +490.9% |
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 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