+553.1%
NYT vs PEGA
+1,127.6%
-574.4%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.1% | -1.8% |
| 7D | -1.6% | -6.1% | +4.5% | -0.9% |
| 30D | +2.8% | +6.4% | -3.6% | +1.9% |
| 3M | -9.2% | +2.9% | -12.1% | -9.8% |
| 6M | -17.1% | -23.8% | +6.7% | -15.0% |
| YTD | -3.2% | -41.1% | +37.8% | +1.7% |
| 1Y | +15.7% | -38.2% | +53.9% | +20.6% |
| 3Y | +55.7% | +49.8% | +5.9% | +42.5% |
| 5Y | +39.4% | -48.0% | +87.4% | +40.6% |
| 10Y | +485.6% | +173.1% | +312.4% | +389.8% |
| All | +553.1% | +1,127.6% | -574.4% | +304.0% |
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