-98.5%
NVD vs PEGA
+40.9%
-139.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.2% | +2.7% | +4.3% |
| 7D | +28.6% | +0.1% | +28.5% | +28.7% |
| 30D | +73.6% | -4.1% | +77.8% | +71.4% |
| 3M | +70.1% | -2.8% | +72.9% | +69.5% |
| 6M | +53.6% | -0.4% | +54.0% | +54.0% |
| YTD | -7.0% | -45.4% | +38.4% | -25.9% |
| 1Y | -9.0% | -42.6% | +33.6% | -25.4% |
| 3Y | -98.3% | +45.4% | -143.8% | -97.8% |
| All | -98.5% | +40.9% | -139.5% | -98.2% |
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