+45.2%
NU vs PEGA
-38.4%
+83.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -1.4% |
| 7D | -2.6% | -6.1% | +3.5% | -0.6% |
| 30D | +8.2% | +6.4% | +1.8% | +5.6% |
| 3M | +26.3% | +2.9% | +23.3% | +22.9% |
| 6M | +2.2% | -23.8% | +26.1% | +9.8% |
| YTD | -10.4% | -41.1% | +30.7% | +4.1% |
| 1Y | -3.0% | -38.2% | +35.3% | +9.4% |
| 3Y | +120.3% | +49.8% | +70.4% | +55.1% |
| All | +45.2% | -38.4% | +83.6% | +52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling