+174.8%
NVT vs PEGA
+52.0%
+122.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.0% | -4.1% | -2.4% |
| 7D | +2.0% | -5.3% | +7.3% | +2.7% |
| 30D | -7.2% | +8.3% | -15.5% | -8.3% |
| 3M | -0.9% | +8.9% | -9.8% | -2.7% |
| 6M | +42.6% | -19.7% | +62.3% | +47.1% |
| YTD | +52.9% | -39.9% | +92.8% | +66.3% |
| 1Y | +64.5% | -36.4% | +100.9% | +75.6% |
| All | +174.8% | +52.0% | +122.8% | +135.8% |
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