+590.2%
NTAP vs PEGA
+175.4%
+414.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.2% | +6.1% | +3.0% |
| 7D | +3.3% | -2.4% | +5.7% | +3.8% |
| 30D | -0.2% | +9.6% | -9.8% | -2.9% |
| 3M | +11.4% | +2.3% | +9.1% | +9.3% |
| 6M | +88.7% | -23.9% | +112.6% | +99.0% |
| YTD | +78.9% | -39.8% | +118.7% | +98.8% |
| 1Y | +58.8% | -37.4% | +96.2% | +73.6% |
| 3Y | +153.5% | +53.1% | +100.4% | +100.1% |
| 5Y | +136.7% | -47.2% | +184.0% | +159.2% |
| 10Y | +590.2% | +174.3% | +415.8% | +298.5% |
| All | +590.2% | +175.4% | +414.8% | +298.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling