+45.3%
NVTS vs PEGA
+48.1%
-2.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.2% | +5.9% | +2.5% |
| 7D | +9.7% | -2.4% | +12.1% | +10.1% |
| 30D | -13.6% | +9.6% | -23.2% | -15.5% |
| 3M | -51.0% | +2.3% | -53.3% | -51.6% |
| 6M | +46.3% | -23.9% | +70.2% | +54.3% |
| YTD | +68.1% | -39.8% | +107.8% | +89.4% |
| 1Y | +113.9% | -37.4% | +151.3% | +137.3% |
| 3Y | +45.3% | +53.1% | -7.9% | +11.8% |
| All | +45.3% | +48.1% | -2.8% | +11.8% |
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