-16.7%
NVO vs PEGA
-36.0%
+19.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -2.5% |
| 7D | -7.6% | -3.0% | -4.6% | -6.8% |
| 30D | -6.0% | +15.9% | -21.9% | -9.7% |
| 3M | -0.8% | +10.8% | -11.6% | -4.2% |
| 6M | +16.5% | -16.5% | +33.0% | +22.3% |
| YTD | -11.1% | -39.0% | +27.9% | -4.2% |
| 1Y | -16.7% | -37.3% | +20.5% | -9.5% |
| All | -16.7% | -36.0% | +19.3% | -9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling