+90.8%
NWSA vs PEGA
+309.1%
-218.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.1% | -4.2% | -2.6% |
| 7D | -0.8% | -4.6% | +3.8% | +0.2% |
| 30D | -11.3% | -6.8% | -4.5% | -10.0% |
| 3M | -8.1% | +2.6% | -10.6% | -8.9% |
| 6M | -0.7% | -5.4% | +4.7% | -0.6% |
| YTD | +1.3% | -46.0% | +47.4% | +13.8% |
| 1Y | -1.3% | -45.6% | +44.3% | +10.5% |
| 3Y | +28.4% | +43.2% | -14.8% | +6.1% |
| 5Y | +15.3% | -45.3% | +60.5% | +17.1% |
| 10Y | +142.7% | +88.9% | +53.8% | +75.8% |
| All | +90.8% | +309.1% | -218.3% | +24.2% |
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 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