+898.3%
NVDA vs PEGA
-48.2%
+946.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.2% | -0.3% |
| 7D | -0.3% | -6.1% | +5.8% | +1.5% |
| 30D | +2.8% | +6.4% | -3.6% | +0.8% |
| 3M | +7.4% | +2.9% | +4.5% | +4.9% |
| 6M | +22.6% | -23.8% | +46.4% | +30.6% |
| YTD | +20.1% | -41.1% | +61.1% | +37.3% |
| 1Y | +31.2% | -38.2% | +69.4% | +46.2% |
| 3Y | +391.7% | +49.8% | +341.9% | +260.3% |
| All | +898.3% | -48.2% | +946.5% | +1,215.3% |
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 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