+28.4%
NVS vs PEGA
-30.0%
+58.4%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.9% |
| 7D | +4.0% | +3.3% | +0.7% | +4.0% |
| 30D | +3.6% | +17.7% | -14.2% | +3.3% |
| 3M | +7.8% | +5.8% | +2.0% | +7.6% |
| 6M | -0.2% | -20.3% | +20.1% | +0.1% |
| YTD | +19.6% | -37.1% | +56.7% | +20.7% |
| 1Y | +28.4% | -30.2% | +58.6% | +29.9% |
| All | +28.4% | -30.0% | +58.4% | +29.9% |
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 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