+474.2%
NVDA vs PEGA
-45.8%
+520.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.0% |
| 7D | -13.2% | -8.6% | -4.5% | -11.0% |
| 30D | -23.2% | -10.1% | -13.2% | -21.2% |
| 3M | -20.0% | -4.7% | -15.3% | -19.7% |
| 6M | -20.6% | -8.0% | -12.7% | -20.6% |
| YTD | -6.6% | -47.1% | +40.5% | +9.2% |
| 1Y | -9.8% | -47.5% | +37.6% | +5.5% |
| 3Y | +260.5% | +40.2% | +220.3% | +167.1% |
| 5Y | +474.2% | -45.7% | +519.9% | +589.6% |
| All | +474.2% | -45.8% | +520.0% | +589.6% |
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