-9.8%
NVDA vs PEGA
-47.0%
+37.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +2.9% |
| 7D | -13.2% | -8.6% | -4.5% | -13.1% |
| 30D | -23.2% | -10.1% | -13.2% | -23.2% |
| 3M | -20.0% | -4.7% | -15.3% | -20.1% |
| 6M | -20.6% | -8.0% | -12.7% | -19.6% |
| YTD | -6.6% | -47.1% | +40.5% | +1.2% |
| 1Y | -9.8% | -47.5% | +37.6% | -2.3% |
| All | -9.8% | -47.0% | +37.2% | -2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling