+127.9%
NOK vs PEGA
+97.3%
+30.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.8% | -2.8% |
| 7D | +5.4% | +0.1% | +5.3% | +5.2% |
| 30D | -14.1% | -4.1% | -10.0% | -13.8% |
| 3M | -23.6% | -2.8% | -20.8% | -24.0% |
| 6M | -45.1% | -0.4% | -44.7% | -46.3% |
| YTD | +24.7% | -45.4% | +70.1% | +37.3% |
| 1Y | +19.0% | -42.6% | +61.6% | +29.4% |
| 3Y | +147.0% | +45.4% | +101.6% | +97.5% |
| 5Y | +58.2% | -44.6% | +102.8% | +61.0% |
| All | +127.9% | +97.3% | +30.6% | +62.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling