+30.1%
NWSA vs PEGA
+44.0%
-13.9%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | 0.0% |
| 7D | -9.7% | -8.2% | -1.5% | -8.5% |
| 30D | -8.6% | -11.6% | +2.9% | -7.0% |
| 3M | -6.3% | -4.2% | -2.1% | -5.8% |
| 6M | -1.2% | -12.0% | +10.8% | -0.1% |
| YTD | +2.6% | -46.9% | +49.5% | +10.5% |
| 1Y | 0.0% | -47.0% | +47.0% | +7.6% |
| 3Y | +30.1% | +40.9% | -10.8% | +20.2% |
| All | +30.1% | +44.0% | -13.9% | +20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling