+790.0%
NOW vs PEGA
+175.4%
+614.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.2% | -0.8% | -2.8% |
| 7D | -6.1% | -2.4% | -3.7% | -4.8% |
| 30D | +7.5% | +9.6% | -2.2% | +2.5% |
| 3M | +17.5% | +2.3% | +15.2% | +16.1% |
| 6M | +7.9% | -23.9% | +31.8% | +24.8% |
| YTD | -12.4% | -39.8% | +27.4% | +13.0% |
| 1Y | -28.6% | -37.4% | +8.8% | -10.7% |
| 3Y | +11.8% | +53.1% | -41.3% | -22.2% |
| 5Y | +2.6% | -47.2% | +49.9% | +25.5% |
| 10Y | +790.0% | +174.3% | +615.6% | +363.4% |
| All | +790.0% | +175.4% | +614.6% | +363.4% |
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