+63.2%
NVT vs PEGA
-37.0%
+100.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.0% | -4.1% | -1.9% |
| 7D | +2.0% | -5.3% | +7.3% | +1.5% |
| 30D | -7.2% | +8.3% | -15.5% | -6.3% |
| 3M | -0.9% | +8.9% | -9.8% | +1.4% |
| 6M | +42.6% | -19.7% | +62.3% | +45.9% |
| YTD | +52.9% | -39.9% | +92.8% | +59.7% |
| All | +63.2% | -37.0% | +100.2% | +71.2% |
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