+115.0%
NWSA vs PEGA
+346.9%
-231.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.1% |
| 7D | -3.1% | -6.1% | +3.1% | -1.7% |
| 30D | +4.3% | +6.4% | -2.1% | +2.6% |
| 3M | +9.2% | +2.9% | +6.3% | +7.7% |
| 6M | +21.6% | -23.8% | +45.4% | +27.5% |
| YTD | +14.2% | -41.1% | +55.3% | +26.0% |
| 1Y | +1.8% | -38.2% | +40.0% | +10.4% |
| 3Y | +44.4% | +49.8% | -5.4% | +18.3% |
| 5Y | +41.0% | -48.0% | +89.0% | +46.2% |
| 10Y | +150.0% | +173.1% | -23.1% | +67.0% |
| All | +115.0% | +346.9% | -231.9% | +37.4% |
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