-45.7%
PEGA vs NVMI
+263.1%
-308.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.1% | +4.1% | +2.4% |
| 7D | -5.3% | +3.8% | -9.1% | -6.2% |
| 30D | +8.3% | -7.6% | +15.8% | +9.9% |
| 3M | +8.9% | -28.0% | +36.9% | +14.7% |
| 6M | -19.7% | -15.3% | -4.4% | -20.9% |
| YTD | -39.9% | +11.5% | -51.4% | -46.9% |
| 1Y | -36.4% | +31.6% | -68.0% | -47.4% |
| 3Y | +52.8% | +207.0% | -154.2% | -20.9% |
| 5Y | -45.7% | +262.8% | -308.5% | -73.6% |
| All | -45.7% | +263.1% | -308.8% | -73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling