+129.4%
NVT vs PEGA
+46.3%
+83.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.8% |
| 7D | +8.0% | +0.1% | +7.9% | +7.9% |
| 30D | -24.8% | -4.1% | -20.6% | -24.7% |
| 3M | -32.4% | -2.8% | -29.6% | -32.7% |
| 6M | -33.5% | -0.4% | -33.0% | -34.3% |
| YTD | +13.2% | -45.4% | +58.6% | +23.4% |
| 1Y | +9.0% | -42.6% | +51.6% | +17.5% |
| 3Y | +129.4% | +45.4% | +84.0% | +108.8% |
| All | +129.4% | +46.3% | +83.1% | +108.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling