+258.4%
NVS vs PEGA
+97.3%
+161.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.1% | +0.1% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | +9.3% | -4.1% | +13.4% | +9.6% |
| 3M | +5.8% | -2.8% | +8.6% | +5.9% |
| 6M | +7.2% | -0.4% | +7.6% | +6.8% |
| YTD | +20.0% | -45.4% | +65.3% | +24.8% |
| 1Y | +25.4% | -42.6% | +68.0% | +29.9% |
| 3Y | +89.2% | +45.4% | +43.8% | +73.2% |
| 5Y | +134.6% | -44.6% | +179.2% | +143.5% |
| All | +258.4% | +97.3% | +161.1% | +204.3% |
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