+806.2%
NVDX vs PEGA
+76.3%
+729.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.0% | -6.4% | -5.1% |
| 7D | -8.6% | -5.3% | -3.3% | -7.0% |
| 30D | -1.4% | +8.3% | -9.7% | -4.1% |
| 3M | +10.6% | +8.9% | +1.7% | +5.5% |
| 6M | +20.2% | -19.7% | +39.9% | +27.9% |
| YTD | +11.8% | -39.9% | +51.7% | +31.6% |
| 1Y | +12.9% | -36.4% | +49.3% | +28.6% |
| All | +806.2% | +76.3% | +729.8% | +722.3% |
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 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