-99.1%
NVD vs PEGA
+55.1%
-154.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.0% | +2.5% | +5.1% |
| 7D | +9.0% | -5.3% | +14.3% | +7.1% |
| 30D | -5.5% | +8.3% | -13.8% | -2.5% |
| 3M | -24.6% | +8.9% | -33.5% | -22.8% |
| 6M | -42.1% | -19.7% | -22.3% | -46.6% |
| YTD | -44.3% | -39.9% | -4.4% | -54.3% |
| 1Y | -54.2% | -36.4% | -17.8% | -60.8% |
| 3Y | -99.1% | +52.8% | -151.9% | -98.9% |
| All | -99.1% | +55.1% | -154.2% | -98.9% |
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