+172.4%
PEGA vs NVMI
+3,158.6%
-2,986.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +1.0% |
| 7D | -3.0% | -0.1% | -2.9% | -3.0% |
| 30D | +15.9% | -8.4% | +24.3% | +18.5% |
| 3M | +10.8% | -33.6% | +44.4% | +22.0% |
| 6M | -16.5% | -14.7% | -1.8% | -17.6% |
| YTD | -39.0% | +13.2% | -52.2% | -46.8% |
| 1Y | -37.3% | +29.0% | -66.3% | -48.6% |
| 3Y | +59.2% | +215.0% | -155.8% | -18.6% |
| 5Y | -44.9% | +268.6% | -313.4% | -74.6% |
| All | +172.4% | +3,158.6% | -2,986.2% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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