+45.4%
NU vs PEGA
-37.2%
+82.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.8% | -0.5% |
| 7D | -4.2% | -5.3% | +1.1% | -2.5% |
| 30D | +10.0% | +8.3% | +1.7% | +6.8% |
| 3M | +29.3% | +8.9% | +20.3% | +23.4% |
| 6M | +0.9% | -19.7% | +20.7% | +6.5% |
| YTD | -10.3% | -39.9% | +29.6% | +3.5% |
| 1Y | -3.2% | -36.4% | +33.2% | +8.1% |
| 3Y | +120.6% | +52.8% | +67.8% | +54.3% |
| All | +45.4% | -37.2% | +82.6% | +51.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling