+750.3%
NVT vs PEGA
+19.8%
+730.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.5% | +3.2% | +4.3% |
| 7D | +4.1% | -3.0% | +7.1% | +4.8% |
| 30D | -5.1% | +15.9% | -21.0% | -8.8% |
| 3M | -1.2% | +10.8% | -12.0% | -5.3% |
| 6M | +46.6% | -16.5% | +63.1% | +50.0% |
| YTD | +60.0% | -39.0% | +99.0% | +76.3% |
| 1Y | +70.8% | -37.3% | +108.1% | +85.4% |
| 3Y | +187.5% | +59.2% | +128.4% | +120.7% |
| 5Y | +426.1% | -44.9% | +471.0% | +491.9% |
| All | +750.3% | +19.8% | +730.4% | +430.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling