-0.9%
NVO vs PEGA
-47.2%
+46.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -1.5% |
| 7D | -7.4% | -5.3% | -2.1% | -6.7% |
| 30D | -5.5% | +8.3% | -13.8% | -6.6% |
| 3M | +4.1% | +8.9% | -4.8% | +2.5% |
| 6M | +19.3% | -19.7% | +39.1% | +22.0% |
| YTD | -9.2% | -39.9% | +30.7% | -4.4% |
| 1Y | -15.0% | -36.4% | +21.4% | -11.3% |
| 3Y | -50.9% | +52.8% | -103.7% | -54.0% |
| 5Y | -0.9% | -45.7% | +44.8% | +10.4% |
| All | -0.9% | -47.2% | +46.3% | +10.4% |
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