+2,771.1%
NOW vs PEGA
+377.0%
+2,394.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.5% |
| 7D | -2.4% | +3.3% | -5.7% | -4.0% |
| 30D | +20.5% | +17.7% | +2.8% | +11.2% |
| 3M | +18.3% | +5.8% | +12.6% | +15.1% |
| 6M | +24.1% | -20.3% | +44.3% | +39.4% |
| YTD | -7.8% | -37.1% | +29.4% | +15.3% |
| 1Y | -21.4% | -30.2% | +8.8% | -7.6% |
| 3Y | +19.5% | +48.1% | -28.6% | -12.6% |
| 5Y | +4.1% | -46.8% | +50.9% | +21.2% |
| 10Y | +826.4% | +191.3% | +635.1% | +388.8% |
| All | +2,771.1% | +377.0% | +2,394.1% | +1,238.5% |
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