+17.7%
NXPI vs PEGA
-47.9%
+65.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.2% | +2.4% | -0.9% |
| 7D | +0.7% | -2.4% | +3.1% | +1.2% |
| 30D | -6.6% | +9.6% | -16.2% | -8.6% |
| 3M | -25.4% | +2.3% | -27.7% | -26.6% |
| 6M | +11.9% | -23.9% | +35.8% | +17.4% |
| YTD | +4.0% | -39.8% | +43.8% | +14.9% |
| 1Y | +1.0% | -37.4% | +38.4% | +9.8% |
| 3Y | +16.3% | +53.1% | -36.8% | -6.3% |
| 5Y | +17.7% | -47.2% | +64.9% | +37.8% |
| All | +17.7% | -47.9% | +65.7% | +37.8% |
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 2021-09-08 to 2026-09-08: 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling