+136.0%
NVO vs PEGA
+184.6%
-48.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -2.4% |
| 7D | -7.6% | -3.0% | -4.6% | -7.2% |
| 30D | -6.0% | +15.9% | -21.9% | -8.1% |
| 3M | -0.8% | +10.8% | -11.6% | -2.8% |
| 6M | +16.5% | -16.5% | +33.0% | +18.6% |
| YTD | -11.1% | -39.0% | +27.9% | -5.7% |
| 1Y | -16.7% | -37.3% | +20.5% | -12.3% |
| 3Y | -52.9% | +59.2% | -112.1% | -57.5% |
| 5Y | -3.0% | -44.9% | +41.9% | +1.8% |
| All | +136.0% | +184.6% | -48.6% | +106.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling