+70.9%
NVT vs PEGA
-30.0%
+100.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.5% | +2.5% |
| 7D | +5.1% | +3.3% | +1.8% | +5.4% |
| 30D | -3.7% | +17.7% | -21.5% | -2.1% |
| 3M | -10.1% | +5.8% | -15.9% | -7.7% |
| 6M | +37.5% | -20.3% | +57.7% | +41.3% |
| YTD | +53.7% | -37.1% | +90.9% | +61.0% |
| 1Y | +70.9% | -30.2% | +101.1% | +77.3% |
| All | +70.9% | -30.0% | +100.9% | +77.3% |
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 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