+2,494.8%
NVDL vs PEGA
+89.3%
+2,405.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.0% | -6.7% | -5.4% |
| 7D | -8.7% | -5.3% | -3.4% | -7.0% |
| 30D | -1.3% | +8.3% | -9.6% | -4.1% |
| 3M | +11.4% | +8.9% | +2.4% | +5.9% |
| 6M | +22.9% | -19.7% | +42.6% | +30.4% |
| YTD | +15.4% | -39.9% | +55.3% | +35.0% |
| 1Y | +18.8% | -36.4% | +55.1% | +34.6% |
| 3Y | +641.4% | +52.8% | +588.6% | +503.7% |
| All | +2,494.8% | +89.3% | +2,405.5% | +1,737.8% |
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