+262.2%
NVDX vs PEGA
+46.3%
+215.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.2% | -5.2% | -4.4% |
| 7D | -24.7% | +0.1% | -24.8% | -24.8% |
| 30D | -48.2% | -4.1% | -44.0% | -47.7% |
| 3M | -51.9% | -2.8% | -49.0% | -51.9% |
| 6M | -55.6% | -0.4% | -55.2% | -56.8% |
| YTD | -41.5% | -45.4% | +3.9% | -29.6% |
| 1Y | -44.0% | -42.6% | -1.4% | -34.0% |
| 3Y | +262.2% | +45.4% | +216.8% | +200.8% |
| All | +262.2% | +46.3% | +215.9% | +200.8% |
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 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