-99.2%
NVD vs PEGA
+55.4%
-154.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.2% | +8.1% | +2.5% |
| 7D | -7.7% | -2.4% | -5.3% | -8.3% |
| 30D | -5.8% | +9.6% | -15.4% | -2.4% |
| 3M | -23.2% | +2.3% | -25.5% | -23.2% |
| 6M | -49.7% | -23.9% | -25.8% | -54.7% |
| YTD | -47.7% | -39.8% | -7.9% | -57.0% |
| 1Y | -61.3% | -37.4% | -23.9% | -67.2% |
| 3Y | -99.2% | +53.1% | -152.3% | -99.0% |
| All | -99.2% | +55.4% | -154.6% | -99.0% |
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