-9.4%
NVTS vs PEGA
-45.6%
+36.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.2% | -2.5% |
| 7D | +3.5% | -6.1% | +9.6% | +5.8% |
| 30D | -11.9% | +6.4% | -18.3% | -14.7% |
| 3M | -49.2% | +2.9% | -52.1% | -51.1% |
| 6M | +38.4% | -23.8% | +62.3% | +47.1% |
| YTD | +62.5% | -41.1% | +103.5% | +91.2% |
| 1Y | +101.4% | -38.2% | +139.6% | +130.0% |
| 3Y | +40.4% | +49.8% | -9.4% | -9.9% |
| All | -9.4% | -45.6% | +36.2% | +3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling