+22.0%
NXPI vs PEGA
-45.3%
+67.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.5% | +5.1% | +2.3% |
| 7D | -4.4% | -4.5% | +0.1% | -3.5% |
| 30D | +5.6% | -5.7% | +11.2% | +6.6% |
| 3M | +7.6% | +2.7% | +4.9% | +6.3% |
| 6M | -17.6% | -10.5% | -7.0% | -17.1% |
| YTD | +15.9% | -45.4% | +61.3% | +30.0% |
| 1Y | +22.4% | -44.7% | +67.1% | +36.7% |
| 3Y | +43.2% | +45.7% | -2.4% | +15.9% |
| All | +22.0% | -45.3% | +67.3% | +34.8% |
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