+521.8%
NOW vs PEGA
+94.5%
+427.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.6% | +3.4% |
| 7D | -5.6% | -8.6% | +3.1% | -0.9% |
| 30D | -26.8% | -10.1% | -16.7% | -22.0% |
| 3M | -19.4% | -4.7% | -14.7% | -16.7% |
| 6M | +12.3% | -8.0% | +20.3% | +19.0% |
| YTD | -32.9% | -47.1% | +14.2% | -6.4% |
| 1Y | -40.3% | -47.5% | +7.2% | -16.7% |
| 3Y | -19.1% | +40.2% | -59.3% | -41.1% |
| 5Y | -24.4% | -45.7% | +21.4% | -8.8% |
| 10Y | +521.8% | +85.1% | +436.8% | +261.6% |
| All | +521.8% | +94.5% | +427.3% | +261.6% |
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