+91.7%
NVS vs PEGA
-48.2%
+139.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | -0.1% |
| 7D | -15.4% | -6.1% | -9.2% | -15.2% |
| 30D | -12.3% | +6.4% | -18.7% | -12.4% |
| 3M | -7.8% | +2.9% | -10.7% | -7.9% |
| 6M | -13.0% | -23.8% | +10.9% | -12.6% |
| YTD | +2.8% | -41.1% | +43.8% | +3.7% |
| 1Y | +10.6% | -38.2% | +48.9% | +11.5% |
| 3Y | +55.1% | +49.8% | +5.2% | +51.3% |
| 5Y | +91.7% | -48.0% | +139.7% | +91.6% |
| All | +91.7% | -48.2% | +139.9% | +91.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling