+1,065.2%
NRG vs PEGA
+184.6%
+880.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.2% | +1.3% |
| 7D | -4.7% | -3.0% | -1.7% | -4.1% |
| 30D | -6.0% | +15.9% | -21.9% | -9.0% |
| 3M | -8.0% | +10.8% | -18.8% | -11.1% |
| 6M | -23.2% | -16.5% | -6.7% | -21.4% |
| YTD | -28.1% | -39.0% | +11.0% | -21.9% |
| 1Y | -27.3% | -37.3% | +10.0% | -22.0% |
| 3Y | +208.7% | +59.2% | +149.5% | +152.5% |
| 5Y | +197.7% | -44.9% | +242.5% | +216.7% |
| All | +1,065.2% | +184.6% | +880.5% | +520.4% |
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