+134.3%
NVS vs PEGA
-45.0%
+179.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.1% |
| 7D | -1.0% | -4.6% | +3.5% | -0.9% |
| 30D | +12.5% | -6.8% | +19.3% | +12.7% |
| 3M | +5.2% | +2.6% | +2.6% | +5.2% |
| 6M | +8.2% | -5.4% | +13.5% | +8.2% |
| YTD | +19.8% | -46.0% | +65.8% | +21.1% |
| 1Y | +24.8% | -45.6% | +70.4% | +26.2% |
| 3Y | +90.0% | +43.2% | +46.9% | +85.5% |
| 5Y | +134.3% | -45.3% | +179.5% | +130.7% |
| All | +134.3% | -45.0% | +179.2% | +130.7% |
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