+576.6%
NTAP vs PEGA
+99.2%
+477.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.9% | +8.0% | +5.0% |
| 7D | -5.0% | -10.0% | +5.0% | -2.5% |
| 30D | -25.8% | -12.7% | -13.1% | -23.4% |
| 3M | -6.9% | -4.6% | -2.3% | -6.8% |
| 6M | +50.0% | -13.1% | +63.1% | +52.5% |
| YTD | +66.9% | -47.6% | +114.5% | +91.0% |
| 1Y | +58.3% | -47.0% | +105.3% | +80.4% |
| 3Y | +145.1% | +42.0% | +103.1% | +95.0% |
| 5Y | +114.2% | -47.8% | +162.0% | +129.9% |
| 10Y | +576.6% | +92.0% | +484.6% | +327.1% |
| All | +576.6% | +99.2% | +477.4% | +327.1% |
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