+15.5%
NSC vs PEGA
-47.6%
+63.0%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.9% | +5.8% | +1.8% |
| 7D | -5.4% | -10.0% | +4.6% | -5.5% |
| 30D | +2.9% | -12.7% | +15.6% | +2.8% |
| 3M | -2.2% | -4.6% | +2.4% | -2.1% |
| 6M | +5.3% | -13.1% | +18.4% | +5.0% |
| YTD | +14.8% | -47.6% | +62.3% | +13.5% |
| All | +15.5% | -47.6% | +63.0% | +14.2% |
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 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