+244.4%
NXT vs PEGA
+63.7%
+180.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.5% | +8.8% | +5.5% |
| 7D | +32.2% | -4.5% | +36.7% | +32.5% |
| 30D | +21.9% | -5.7% | +27.6% | +22.2% |
| 3M | +6.6% | +2.7% | +3.9% | +6.4% |
| 6M | -16.8% | -10.5% | -6.3% | -16.4% |
| YTD | +20.4% | -45.4% | +65.9% | +25.1% |
| 1Y | -1.5% | -44.7% | +43.2% | +2.2% |
| 3Y | +182.4% | +45.7% | +136.7% | +161.4% |
| All | +244.4% | +63.7% | +180.7% | +211.2% |
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