+67.6%
NVTS vs PEGA
+41.6%
+25.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.4% | +7.8% | +7.4% |
| 7D | +7.9% | -8.6% | +16.6% | +9.4% |
| 30D | +0.8% | -10.1% | +10.9% | +2.2% |
| 3M | -26.0% | -4.7% | -21.2% | -26.1% |
| 6M | -55.5% | -8.0% | -47.6% | -55.8% |
| YTD | +41.0% | -47.1% | +88.2% | +60.8% |
| 1Y | +10.4% | -47.5% | +57.9% | +26.3% |
| All | +67.6% | +41.6% | +25.9% | +33.0% |
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