-12.9%
NVTS vs PEGA
-44.6%
+31.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.0% | -5.8% | -4.6% |
| 7D | +0.5% | -5.3% | +5.8% | +2.4% |
| 30D | -18.0% | +8.3% | -26.3% | -21.1% |
| 3M | -45.6% | +8.9% | -54.5% | -48.9% |
| 6M | +28.5% | -19.7% | +48.2% | +33.5% |
| YTD | +56.2% | -39.9% | +96.1% | +82.4% |
| 1Y | +97.7% | -36.4% | +134.1% | +123.0% |
| 3Y | +35.0% | +52.8% | -17.8% | -14.0% |
| All | -12.9% | -44.6% | +31.7% | -1.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling