+177.4%
NXT vs PEGA
+88.6%
+88.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.2% |
| 7D | -1.1% | +3.3% | -4.4% | -1.2% |
| 30D | -15.3% | +17.7% | -33.1% | -15.9% |
| 3M | -43.8% | +5.8% | -49.6% | -43.9% |
| 6M | -18.7% | -20.3% | +1.6% | -17.5% |
| YTD | -3.0% | -37.1% | +34.1% | +0.2% |
| 1Y | +22.7% | -30.2% | +52.9% | +25.3% |
| 3Y | +95.9% | +48.1% | +47.8% | +80.8% |
| All | +177.4% | +88.6% | +88.8% | +149.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling