+848.3%
NVDX vs PEGA
+72.9%
+775.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.2% | -1.2% |
| 7D | -0.9% | -6.1% | +5.2% | +1.2% |
| 30D | +3.0% | +6.4% | -3.4% | +0.8% |
| 3M | +6.8% | +2.9% | +3.9% | +4.1% |
| 6M | +28.6% | -23.8% | +52.4% | +39.6% |
| YTD | +17.0% | -41.1% | +58.1% | +38.6% |
| 1Y | +27.0% | -38.2% | +65.2% | +46.3% |
| All | +848.3% | +72.9% | +775.4% | +766.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling