+2,672.5%
NVDL vs PEGA
+89.7%
+2,582.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.2% | +0.2% | -2.6% |
| 7D | +7.3% | -2.4% | +9.7% | +8.2% |
| 30D | -0.7% | +9.6% | -10.3% | -3.8% |
| 3M | +9.5% | +2.3% | +7.1% | +6.8% |
| 6M | +41.6% | -23.9% | +65.5% | +53.3% |
| YTD | +23.3% | -39.8% | +63.1% | +44.1% |
| 1Y | +40.3% | -37.4% | +77.7% | +60.1% |
| 3Y | +692.2% | +53.1% | +639.0% | +544.9% |
| All | +2,672.5% | +89.7% | +2,582.9% | +1,863.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling