+888.3%
NOK vs PEGA
+1,209.2%
-320.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.6% | +2.8% |
| 7D | -1.8% | +3.3% | -5.1% | -2.2% |
| 30D | +4.7% | +17.7% | -13.1% | +2.3% |
| 3M | -39.7% | +5.8% | -45.4% | -40.5% |
| 6M | +23.1% | -20.3% | +43.3% | +25.3% |
| YTD | +55.0% | -37.1% | +92.2% | +61.9% |
| 1Y | +118.0% | -30.2% | +148.2% | +123.8% |
| 3Y | +170.5% | +48.1% | +122.4% | +144.0% |
| 5Y | +84.9% | -46.8% | +131.7% | +85.2% |
| 10Y | +112.0% | +191.3% | -79.3% | +70.3% |
| All | +888.3% | +1,209.2% | -320.9% | +335.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling