+41.3%
NWSA vs PEGA
-47.9%
+89.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.2% | +2.3% | -1.1% |
| 7D | -2.6% | -2.4% | -0.2% | -2.2% |
| 30D | +4.6% | +9.6% | -5.1% | +2.7% |
| 3M | +10.2% | +2.3% | +7.9% | +9.0% |
| 6M | +21.6% | -23.9% | +45.5% | +26.5% |
| YTD | +14.6% | -39.8% | +54.4% | +23.9% |
| 1Y | +0.4% | -37.4% | +37.8% | +7.2% |
| 3Y | +45.0% | +53.1% | -8.2% | +22.1% |
| 5Y | +41.3% | -47.2% | +88.5% | +59.8% |
| All | +41.3% | -47.9% | +89.2% | +59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling