+422.0%
NUE vs PEGA
+97.3%
+324.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.2% | -4.7% | -3.7% |
| 7D | +2.8% | +0.1% | +2.7% | +2.7% |
| 30D | -2.1% | -4.1% | +2.0% | -1.5% |
| 3M | -7.3% | -2.8% | -4.5% | -7.3% |
| 6M | +8.9% | -0.4% | +9.3% | +7.3% |
| YTD | +55.6% | -45.4% | +101.0% | +71.2% |
| 1Y | +74.7% | -42.6% | +117.3% | +89.6% |
| 3Y | +71.7% | +45.4% | +26.3% | +37.8% |
| 5Y | +141.2% | -44.6% | +185.8% | +145.6% |
| All | +422.0% | +97.3% | +324.7% | +236.1% |
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