+148.1%
NWSA vs PEGA
+97.3%
+50.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.2% | +1.4% | +2.4% |
| 7D | +2.2% | +0.1% | +2.1% | +2.1% |
| 30D | -8.8% | -4.1% | -4.6% | -7.9% |
| 3M | -6.5% | -2.8% | -3.7% | -6.1% |
| 6M | +1.5% | -0.4% | +1.9% | +0.4% |
| YTD | +4.0% | -45.4% | +49.4% | +16.9% |
| 1Y | +3.4% | -42.6% | +46.1% | +14.7% |
| 3Y | +34.8% | +45.4% | -10.6% | +9.6% |
| 5Y | +18.4% | -44.6% | +62.9% | +22.4% |
| All | +148.1% | +97.3% | +50.8% | +95.9% |
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 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