+504.6%
NOW vs PEGA
+99.2%
+405.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.7% | +2.9% |
| 7D | -3.1% | -10.0% | +6.9% | +2.5% |
| 30D | -27.0% | -12.7% | -14.4% | -21.1% |
| 3M | -17.7% | -4.6% | -13.1% | -15.0% |
| 6M | +12.7% | -13.1% | +25.8% | +22.9% |
| YTD | -32.9% | -47.6% | +14.7% | -6.0% |
| 1Y | -40.4% | -47.0% | +6.6% | -17.1% |
| 3Y | -17.1% | +42.0% | -59.1% | -40.0% |
| 5Y | -25.7% | -47.8% | +22.2% | -8.2% |
| 10Y | +504.6% | +92.0% | +412.6% | +253.1% |
| All | +504.6% | +99.2% | +405.4% | +253.1% |
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