+146.2%
NUE vs PEGA
-44.5%
+190.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.2% | -4.7% | -3.6% |
| 7D | +2.8% | +0.1% | +2.7% | +2.7% |
| 30D | -2.1% | -4.1% | +2.0% | -1.7% |
| 3M | -7.3% | -2.8% | -4.5% | -7.3% |
| 6M | +8.9% | -0.4% | +9.3% | +7.9% |
| YTD | +55.6% | -45.4% | +101.0% | +66.7% |
| 1Y | +74.7% | -42.6% | +117.3% | +85.3% |
| 3Y | +71.7% | +45.4% | +26.3% | +46.8% |
| All | +146.2% | -44.5% | +190.7% | +143.9% |
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