+62.3%
NOK vs PEGA
-45.0%
+107.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.0% | -2.1% |
| 7D | +11.0% | -4.6% | +15.5% | +11.5% |
| 30D | -16.0% | -6.8% | -9.2% | -15.5% |
| 3M | -19.8% | +2.6% | -22.3% | -20.7% |
| 6M | -37.1% | -5.4% | -31.8% | -37.5% |
| YTD | +28.0% | -46.0% | +74.0% | +37.8% |
| 1Y | +17.9% | -45.6% | +63.6% | +26.7% |
| 3Y | +152.7% | +43.2% | +109.6% | +115.7% |
| 5Y | +62.3% | -45.3% | +107.5% | +65.0% |
| All | +62.3% | -45.0% | +107.3% | +65.0% |
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 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