+102.7%
NOK vs PEGA
-48.2%
+150.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.3% |
| 7D | +9.3% | -6.1% | +15.5% | +10.2% |
| 30D | +17.9% | +6.4% | +11.5% | +16.6% |
| 3M | -22.3% | +2.9% | -25.2% | -23.2% |
| 6M | +36.4% | -23.8% | +60.2% | +40.8% |
| YTD | +66.3% | -41.1% | +107.4% | +78.1% |
| 1Y | +134.4% | -38.2% | +172.7% | +147.8% |
| 3Y | +186.6% | +49.8% | +136.7% | +145.2% |
| 5Y | +102.7% | -48.0% | +150.7% | +113.6% |
| All | +102.7% | -48.2% | +150.9% | +113.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling