+2,490.2%
NVDL vs PEGA
+92.0%
+2,398.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.6% | -0.7% |
| 7D | -10.3% | -3.0% | -7.3% | -9.4% |
| 30D | -7.1% | +15.9% | -23.0% | -11.6% |
| 3M | +6.6% | +10.8% | -4.3% | +0.8% |
| 6M | +21.1% | -16.5% | +37.6% | +26.6% |
| YTD | +15.2% | -39.0% | +54.2% | +34.1% |
| 1Y | +18.8% | -37.3% | +56.1% | +35.6% |
| 3Y | +649.9% | +59.2% | +590.7% | +501.5% |
| All | +2,490.2% | +92.0% | +2,398.1% | +1,725.6% |
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 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