+3,056.6%
NOC vs PEGA
+991.9%
+2,064.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.9% | +6.6% | +2.9% |
| 7D | -2.9% | -10.0% | +7.1% | -2.4% |
| 30D | +12.1% | -12.7% | +24.8% | +12.9% |
| 3M | -5.3% | -4.6% | -0.7% | -5.1% |
| 6M | -1.0% | -13.1% | +12.1% | -0.6% |
| YTD | -4.3% | -47.6% | +43.3% | -1.6% |
| 1Y | -3.6% | -47.0% | +43.4% | -1.0% |
| 3Y | +22.9% | +42.0% | -19.1% | +18.0% |
| 5Y | +60.4% | -47.8% | +108.2% | +60.3% |
| 10Y | +161.3% | +92.0% | +69.3% | +141.8% |
| All | +3,056.6% | +991.9% | +2,064.7% | +2,409.8% |
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