+717.0%
NVT vs PEGA
+23.5%
+693.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.5% | +2.8% |
| 7D | +5.1% | +3.3% | +1.8% | +4.3% |
| 30D | -3.7% | +17.7% | -21.5% | -7.8% |
| 3M | -10.1% | +5.8% | -15.9% | -12.7% |
| 6M | +37.5% | -20.3% | +57.7% | +42.6% |
| YTD | +53.7% | -37.1% | +90.9% | +68.3% |
| 1Y | +70.9% | -30.2% | +101.1% | +79.9% |
| 3Y | +180.4% | +48.1% | +132.3% | +121.1% |
| 5Y | +393.5% | -46.8% | +440.3% | +471.0% |
| All | +717.0% | +23.5% | +693.5% | +406.8% |
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