+29.0%
NOC vs PEGA
+48.1%
-19.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.2% | +4.9% | +0.8% |
| 7D | -2.7% | -2.4% | -0.3% | -2.6% |
| 30D | -8.9% | +9.6% | -18.5% | -9.1% |
| 3M | -3.7% | +2.3% | -6.0% | -3.8% |
| 6M | -30.8% | -23.9% | -6.9% | -30.3% |
| YTD | -7.9% | -39.8% | +31.8% | -6.8% |
| 1Y | -9.4% | -37.4% | +28.0% | -8.5% |
| 3Y | +29.0% | +53.1% | -24.2% | +29.9% |
| All | +29.0% | +48.1% | -19.1% | +29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling