+10,404.9%
NVO vs PEGA
+1,154.6%
+9,250.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.2% | +1.1% | -2.8% |
| 7D | +0.1% | -2.4% | +2.5% | +0.2% |
| 30D | -3.2% | +9.6% | -12.9% | -3.8% |
| 3M | +11.5% | +2.3% | +9.2% | +11.1% |
| 6M | +22.9% | -23.9% | +46.8% | +24.5% |
| YTD | -6.8% | -39.8% | +33.0% | -4.4% |
| 1Y | -12.6% | -37.4% | +24.8% | -10.7% |
| 3Y | -49.6% | +53.1% | -102.7% | -51.4% |
| 5Y | +0.6% | -47.2% | +47.8% | +1.1% |
| 10Y | +148.3% | +174.3% | -26.1% | +130.0% |
| All | +10,404.9% | +1,154.6% | +9,250.3% | +8,377.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling