+200.5%
NXPI vs PEGA
+99.2%
+101.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.9% | +7.2% | +4.4% |
| 7D | -0.3% | -10.0% | +9.7% | +2.8% |
| 30D | +12.7% | -12.7% | +25.4% | +17.0% |
| 3M | +7.5% | -4.6% | +12.0% | +7.8% |
| 6M | -12.3% | -13.1% | +0.8% | -11.3% |
| YTD | +19.7% | -47.6% | +67.3% | +40.4% |
| 1Y | +27.6% | -47.0% | +74.6% | +48.8% |
| 3Y | +50.0% | +42.0% | +7.9% | +9.9% |
| 5Y | +27.2% | -47.8% | +75.0% | +37.2% |
| 10Y | +200.5% | +92.0% | +108.5% | +112.3% |
| All | +200.5% | +99.2% | +101.3% | +112.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling