+402.8%
NVT vs PEGA
-47.2%
+449.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.0% | -4.1% | -2.4% |
| 7D | +2.0% | -5.3% | +7.3% | +2.8% |
| 30D | -7.2% | +8.3% | -15.5% | -8.5% |
| 3M | -0.9% | +8.9% | -9.8% | -3.1% |
| 6M | +42.6% | -19.7% | +62.3% | +46.3% |
| YTD | +52.9% | -39.9% | +92.8% | +64.5% |
| 1Y | +64.5% | -36.4% | +100.9% | +74.2% |
| 3Y | +178.0% | +52.8% | +125.2% | +141.5% |
| 5Y | +402.8% | -45.7% | +448.4% | +435.3% |
| All | +402.8% | -47.2% | +449.9% | +435.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling