+107.7%
NU vs PEGA
+52.4%
+55.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | +0.6% |
| 7D | +6.0% | -2.4% | +8.4% | +6.5% |
| 30D | +10.8% | +9.6% | +1.1% | +8.6% |
| 3M | +32.2% | +2.3% | +29.8% | +30.5% |
| 6M | +5.1% | -23.9% | +29.0% | +10.2% |
| YTD | -8.4% | -39.8% | +31.3% | +0.5% |
| 1Y | +0.7% | -37.4% | +38.1% | +8.9% |
| All | +107.7% | +52.4% | +55.4% | +88.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling