+501.5%
NVT vs PEGA
+7.3%
+494.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.0% |
| 7D | +8.0% | +0.1% | +7.9% | +7.8% |
| 30D | -24.8% | -4.1% | -20.6% | -24.5% |
| 3M | -32.4% | -2.8% | -29.6% | -32.8% |
| 6M | -33.5% | -0.4% | -33.0% | -35.3% |
| YTD | +13.2% | -45.4% | +58.6% | +26.8% |
| 1Y | +9.0% | -42.6% | +51.6% | +20.3% |
| 3Y | +129.4% | +45.4% | +84.0% | +78.0% |
| 5Y | +230.1% | -44.6% | +274.7% | +256.6% |
| All | +501.5% | +7.3% | +494.2% | +281.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling