+1,561.7%
PEGA vs NVMI
+1,995.1%
-433.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.3% | -5.5% | -4.4% |
| 7D | -2.4% | +11.7% | -14.1% | -4.0% |
| 30D | +9.6% | -4.0% | +13.7% | +10.0% |
| 3M | +2.3% | -25.8% | +28.1% | +5.3% |
| 6M | -23.9% | -8.3% | -15.6% | -24.7% |
| YTD | -39.8% | +14.8% | -54.6% | -42.8% |
| 1Y | -37.4% | +37.9% | -75.3% | -42.4% |
| 3Y | +53.1% | +216.3% | -163.1% | +21.3% |
| 5Y | -47.2% | +277.2% | -324.4% | -59.5% |
| 10Y | +174.3% | +3,074.3% | -2,900.0% | +62.0% |
| All | +1,561.7% | +1,995.1% | -433.4% | +565.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling