+8.9%
NUE vs PEGA
-4.0%
+12.9%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.2% | -4.7% | -3.4% |
| 7D | +2.8% | +0.1% | +2.7% | +2.8% |
| 30D | -2.1% | -4.1% | +2.0% | -2.4% |
| 3M | -7.3% | -2.8% | -4.5% | -7.3% |
| 6M | +8.9% | -0.4% | +9.3% | +10.8% |
| All | +8.9% | -4.0% | +12.9% | +10.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling