+1,575.9%
NRG vs PEGA
+1,918.3%
-342.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.2% | +4.7% | +1.3% |
| 7D | +9.3% | -2.4% | +11.6% | +9.7% |
| 30D | +1.3% | +9.6% | -8.3% | -0.8% |
| 3M | -6.0% | +2.3% | -8.3% | -7.6% |
| 6M | -22.0% | -23.9% | +1.9% | -19.0% |
| YTD | -24.1% | -39.8% | +15.6% | -18.3% |
| 1Y | -18.0% | -37.4% | +19.4% | -12.9% |
| 3Y | +220.0% | +53.1% | +166.9% | +171.8% |
| 5Y | +201.1% | -47.2% | +248.4% | +204.3% |
| 10Y | +1,085.1% | +174.3% | +910.7% | +734.4% |
| All | +1,575.9% | +1,918.3% | -342.4% | +595.2% |
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