+11.9%
NVS vs PEGA
-37.1%
+49.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.1% |
| 7D | -15.7% | -5.3% | -10.4% | -15.5% |
| 30D | -11.1% | +8.3% | -19.4% | -11.1% |
| 3M | -7.2% | +8.9% | -16.1% | -7.2% |
| 6M | -12.3% | -19.7% | +7.4% | -11.9% |
| YTD | +2.8% | -39.9% | +42.7% | +3.9% |
| 1Y | +11.9% | -36.4% | +48.3% | +13.4% |
| All | +11.9% | -37.1% | +49.1% | +13.4% |
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 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