+58.9%
NTAP vs PEGA
-30.0%
+88.9%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | -0.8% | +3.3% | -4.1% | -1.1% |
| 30D | -0.5% | +17.7% | -18.3% | -2.7% |
| 3M | +4.1% | +5.8% | -1.7% | +3.5% |
| 6M | +88.0% | -20.3% | +108.2% | +91.6% |
| YTD | +75.6% | -37.1% | +112.7% | +87.6% |
| 1Y | +58.9% | -30.2% | +89.1% | +63.3% |
| All | +58.9% | -30.0% | +88.9% | +63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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