+56.9%
PEGA vs NVMI
+203.1%
-146.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.1% | +4.1% | +2.2% |
| 7D | -5.3% | +3.8% | -9.1% | -5.8% |
| 30D | +8.3% | -7.6% | +15.8% | +9.2% |
| 3M | +8.9% | -28.0% | +36.9% | +12.3% |
| 6M | -19.7% | -15.3% | -4.4% | -20.9% |
| YTD | -39.9% | +11.5% | -51.4% | -45.4% |
| 1Y | -36.4% | +31.6% | -68.0% | -45.0% |
| All | +56.9% | +203.1% | -146.2% | -9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling