+514.0%
NOW vs PEGA
+97.3%
+416.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +0.9% |
| 7D | +0.3% | +0.1% | +0.2% | +0.1% |
| 30D | -27.0% | -4.1% | -22.8% | -24.9% |
| 3M | -19.6% | -2.8% | -16.8% | -17.7% |
| 6M | +17.5% | -0.4% | +17.9% | +19.3% |
| YTD | -33.3% | -45.4% | +12.1% | -8.5% |
| 1Y | -39.8% | -42.6% | +2.8% | -19.8% |
| 3Y | -19.9% | +45.4% | -65.3% | -42.9% |
| 5Y | -26.1% | -44.6% | +18.5% | -11.8% |
| All | +514.0% | +97.3% | +416.6% | +245.7% |
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