+118.0%
NOK vs PEGA
-30.0%
+148.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.6% | +2.6% |
| 7D | -1.8% | +3.3% | -5.1% | -1.6% |
| 30D | +4.7% | +17.7% | -13.1% | +5.4% |
| 3M | -39.7% | +5.8% | -45.4% | -38.5% |
| 6M | +23.1% | -20.3% | +43.3% | +27.3% |
| YTD | +55.0% | -37.1% | +92.2% | +63.7% |
| 1Y | +118.0% | -30.2% | +148.2% | +129.7% |
| All | +118.0% | -30.0% | +148.0% | +129.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling