-55.6%
NVTS vs PEGA
-44.5%
-11.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.2% | -7.6% | -6.8% |
| 7D | +3.9% | +0.1% | +3.9% | +3.6% |
| 30D | -4.3% | -4.1% | -0.2% | -3.6% |
| 3M | -34.5% | -2.8% | -31.7% | -35.1% |
| 6M | -57.7% | -0.4% | -57.3% | -59.7% |
| YTD | +25.4% | -45.4% | +70.7% | +49.8% |
| 1Y | +13.1% | -42.6% | +55.8% | +32.1% |
| 3Y | +48.9% | +45.4% | +3.5% | -6.0% |
| All | -55.6% | -44.5% | -11.1% | -54.5% |
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