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  • NVDA vs PEGA✓SelectedUSD · PEGANVDA vs PEGA performance historyLatest closeAs of-0.91%09/09
Stock and ETF performance explorer

NVDA vs PEGA

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+15,200.7%
PEGA return
+170.9%
Excess return
+15,029.8%
Maximum drawdown
-66.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioPEGAExcessAlpha
1D-0.9%-2.2%+1.2%0.0%
7D-0.3%-6.1%+5.8%+2.4%
30D+2.8%+6.4%-3.6%-0.2%
3M+7.4%+2.9%+4.5%+3.4%
6M+22.6%-23.8%+46.4%+33.2%
YTD+20.1%-41.1%+61.1%+43.4%
1Y+31.2%-38.2%+69.4%+50.9%
3Y+391.7%+49.8%+341.9%+209.2%
5Y+911.9%-48.0%+959.9%+1,074.7%
10Y+15,200.7%+173.1%+15,027.5%+6,295.3%
All+15,200.7%+170.9%+15,029.8%+6,295.3%

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