+65.0%
NUE vs PEGA
+49.1%
+15.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.7% | +0.8% |
| 7D | -2.3% | -6.1% | +3.8% | -1.8% |
| 30D | -6.1% | +6.4% | -12.5% | -6.6% |
| 3M | +1.7% | +2.9% | -1.3% | +1.2% |
| 6M | +53.1% | -23.8% | +76.9% | +56.5% |
| YTD | +59.0% | -41.1% | +100.1% | +67.6% |
| 1Y | +85.3% | -38.2% | +123.6% | +92.9% |
| All | +65.0% | +49.1% | +15.9% | +43.6% |
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