+137.2%
NWSA vs PEGA
+184.6%
-47.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.1% |
| 7D | -2.8% | -3.0% | +0.2% | -2.1% |
| 30D | +3.0% | +15.9% | -12.9% | -0.5% |
| 3M | +12.3% | +10.8% | +1.5% | +8.8% |
| 6M | +21.9% | -16.5% | +38.4% | +25.2% |
| YTD | +13.6% | -39.0% | +52.6% | +24.5% |
| 1Y | +0.5% | -37.3% | +37.8% | +8.8% |
| 3Y | +43.8% | +59.2% | -15.4% | +14.9% |
| 5Y | +41.2% | -44.9% | +86.0% | +47.4% |
| All | +137.2% | +184.6% | -47.5% | +58.3% |
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