+1,980.5%
NOW vs PEGA
+328.6%
+1,651.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.3% | -3.6% | -4.8% |
| 7D | -6.7% | -1.6% | -5.1% | -5.9% |
| 30D | -25.8% | -3.0% | -22.8% | -24.2% |
| 3M | -12.7% | +5.8% | -18.5% | -14.3% |
| 6M | +11.2% | -8.8% | +20.1% | +18.0% |
| YTD | -33.2% | -43.5% | +10.3% | -11.2% |
| 1Y | -41.8% | -43.4% | +1.6% | -22.9% |
| 3Y | -15.7% | +48.6% | -64.3% | -38.0% |
| 5Y | -26.0% | -43.3% | +17.3% | -16.0% |
| 10Y | +515.1% | +109.7% | +405.4% | +279.6% |
| All | +1,980.5% | +328.6% | +1,651.9% | +931.2% |
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