+2,915.5%
NOC vs PEGA
+1,209.2%
+1,706.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.6% | -2.5% |
| 7D | -5.2% | +3.3% | -8.5% | -5.3% |
| 30D | -7.2% | +17.7% | -25.0% | -8.1% |
| 3M | -5.1% | +5.8% | -10.9% | -5.6% |
| 6M | -31.1% | -20.3% | -10.8% | -30.5% |
| YTD | -8.6% | -37.1% | +28.6% | -6.8% |
| 1Y | -9.7% | -30.2% | +20.5% | -8.6% |
| 3Y | +24.3% | +48.1% | -23.8% | +19.0% |
| 5Y | +52.6% | -46.8% | +99.4% | +52.6% |
| 10Y | +183.6% | +191.3% | -7.7% | +157.0% |
| All | +2,915.5% | +1,209.2% | +1,706.3% | +2,276.0% |
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