+192.9%
NRG vs PEGA
-47.2%
+240.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.0% | -5.2% | -3.5% |
| 7D | -0.2% | -5.3% | +5.1% | +0.5% |
| 30D | -6.8% | +8.3% | -15.1% | -7.9% |
| 3M | -7.1% | +8.9% | -16.1% | -8.9% |
| 6M | -27.6% | -19.7% | -7.8% | -25.8% |
| YTD | -29.2% | -39.9% | +10.7% | -24.6% |
| 1Y | -29.9% | -36.4% | +6.5% | -26.4% |
| 3Y | +198.7% | +52.8% | +145.9% | +168.7% |
| 5Y | +192.9% | -45.7% | +238.6% | +198.7% |
| All | +192.9% | -47.2% | +240.1% | +198.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling