+258.4%
NVDA vs PEGA
+41.6%
+216.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +2.9% |
| 7D | -13.2% | -8.6% | -4.5% | -11.9% |
| 30D | -23.2% | -10.1% | -13.2% | -22.1% |
| 3M | -20.0% | -4.7% | -15.3% | -19.8% |
| 6M | -20.6% | -8.0% | -12.7% | -20.4% |
| YTD | -6.6% | -47.1% | +40.5% | +3.7% |
| 1Y | -9.8% | -47.5% | +37.6% | +0.2% |
| All | +258.4% | +41.6% | +216.8% | +224.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling