+16.2%
NSC vs PEGA
-46.9%
+63.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.6% | +0.7% |
| 7D | -3.4% | -8.2% | +4.8% | -3.5% |
| 30D | +3.6% | -11.6% | +15.2% | +3.4% |
| 3M | -1.4% | -4.2% | +2.8% | -1.4% |
| 6M | +6.0% | -12.0% | +17.9% | +5.7% |
| YTD | +15.5% | -46.9% | +62.4% | +14.3% |
| 1Y | +16.2% | -47.0% | +63.2% | +14.9% |
| All | +16.2% | -46.9% | +63.1% | +14.9% |
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