+481.9%
NYT vs PEGA
+184.6%
+297.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.2% |
| 7D | -0.6% | -3.0% | +2.4% | 0.0% |
| 30D | +4.6% | +15.9% | -11.3% | +1.4% |
| 3M | -9.6% | +10.8% | -20.4% | -12.0% |
| 6M | -14.0% | -16.5% | +2.5% | -12.0% |
| YTD | -2.8% | -39.0% | +36.2% | +5.2% |
| 1Y | +15.6% | -37.3% | +52.9% | +23.7% |
| 3Y | +56.3% | +59.2% | -2.9% | +26.5% |
| 5Y | +39.5% | -44.9% | +84.4% | +46.7% |
| All | +481.9% | +184.6% | +297.3% | +316.5% |
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