+207.3%
NXT vs PEGA
+61.9%
+145.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.1% | -9.0% | -7.0% |
| 7D | -6.0% | -4.6% | -1.4% | -5.8% |
| 30D | +5.4% | -6.8% | +12.2% | +5.7% |
| 3M | -9.7% | +2.6% | -12.3% | -9.9% |
| 6M | -25.3% | -5.4% | -20.0% | -25.2% |
| YTD | +7.5% | -46.0% | +53.5% | +11.7% |
| 1Y | -3.0% | -45.6% | +42.6% | +0.7% |
| 3Y | +171.4% | +43.2% | +128.2% | +151.4% |
| All | +207.3% | +61.9% | +145.4% | +177.8% |
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 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