+23.4%
NSC vs PEGA
-44.4%
+67.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +1.8% | -2.9% | +4.6% | +1.7% |
| 30D | +8.8% | -0.5% | +9.3% | +8.8% |
| 3M | +1.2% | +8.5% | -7.3% | +1.5% |
| 6M | +11.3% | -6.3% | +17.6% | +11.1% |
| YTD | +20.7% | -42.2% | +62.9% | +20.1% |
| 1Y | +23.4% | -43.4% | +66.8% | +24.9% |
| All | +23.4% | -44.4% | +67.8% | +24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling