+28.0%
NU vs PEGA
-42.9%
+70.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.2% | +10.5% | +11.4% |
| 7D | +9.9% | +0.1% | +9.8% | +9.8% |
| 30D | -11.5% | -4.1% | -7.3% | -10.6% |
| 3M | -5.1% | -2.8% | -2.3% | -5.0% |
| 6M | +3.1% | -0.4% | +3.6% | +0.7% |
| YTD | -21.0% | -45.4% | +24.4% | -6.5% |
| 1Y | -15.2% | -42.6% | +27.4% | -1.7% |
| 3Y | +56.4% | +45.4% | +11.0% | +10.1% |
| All | +28.0% | -42.9% | +70.9% | +36.8% |
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