-37.3%
PEGA vs NVMI
+32.8%
-70.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +1.6% |
| 7D | -3.0% | -0.1% | -2.9% | -3.0% |
| 30D | +15.9% | -8.4% | +24.3% | +15.1% |
| 3M | +10.8% | -33.6% | +44.4% | +9.4% |
| 6M | -16.5% | -14.7% | -1.8% | -18.5% |
| YTD | -39.0% | +13.2% | -52.2% | -44.2% |
| 1Y | -37.3% | +29.0% | -66.3% | -45.0% |
| All | -37.3% | +32.8% | -70.0% | -45.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling