+4,404.4%
NUE vs PEGA
+1,209.2%
+3,195.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | -0.4% |
| 7D | +4.2% | +3.3% | +0.9% | +3.8% |
| 30D | -5.0% | +17.7% | -22.7% | -6.8% |
| 3M | -0.2% | +5.8% | -6.0% | -1.4% |
| 6M | +49.1% | -20.3% | +69.4% | +51.6% |
| YTD | +61.0% | -37.1% | +98.1% | +67.0% |
| 1Y | +82.5% | -30.2% | +112.7% | +86.4% |
| 3Y | +57.9% | +48.1% | +9.8% | +44.8% |
| 5Y | +146.6% | -46.8% | +193.4% | +146.8% |
| 10Y | +561.6% | +191.3% | +370.3% | +451.3% |
| All | +4,404.4% | +1,209.2% | +3,195.2% | +2,829.0% |
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