+48.8%
NU vs PEGA
-34.3%
+83.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.7% |
| 7D | +7.5% | +3.3% | +4.2% | +6.4% |
| 30D | +6.1% | +17.7% | -11.6% | +0.2% |
| 3M | +26.8% | +5.8% | +21.0% | +22.4% |
| 6M | +2.5% | -20.3% | +22.7% | +8.4% |
| YTD | -8.2% | -37.1% | +29.0% | +4.4% |
| 1Y | +3.4% | -30.2% | +33.6% | +11.6% |
| 3Y | +116.2% | +48.1% | +68.1% | +55.2% |
| All | +48.8% | -34.3% | +83.1% | +52.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling