+53.7%
NVS vs PEGA
+49.1%
+4.6%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | -0.1% |
| 7D | -15.4% | -6.1% | -9.2% | -15.3% |
| 30D | -12.3% | +6.4% | -18.7% | -12.3% |
| 3M | -7.8% | +2.9% | -10.7% | -7.8% |
| 6M | -13.0% | -23.8% | +10.9% | -12.8% |
| YTD | +2.8% | -41.1% | +43.8% | +3.1% |
| 1Y | +10.6% | -38.2% | +48.9% | +10.9% |
| All | +53.7% | +49.1% | +4.6% | +53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling