+138.6%
NOK vs PEGA
+184.6%
-46.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.5% | +3.3% | +4.5% |
| 7D | +11.0% | -3.0% | +14.0% | +11.5% |
| 30D | +7.8% | +15.9% | -8.0% | +4.6% |
| 3M | -21.0% | +10.8% | -31.9% | -23.6% |
| 6M | +40.9% | -16.5% | +57.4% | +43.8% |
| YTD | +72.0% | -39.0% | +111.1% | +86.5% |
| 1Y | +140.9% | -37.3% | +178.2% | +157.9% |
| 3Y | +194.3% | +59.2% | +135.1% | +134.6% |
| 5Y | +112.5% | -44.9% | +157.4% | +120.2% |
| All | +138.6% | +184.6% | -46.1% | +63.9% |
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 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