+69.3%
NTAP vs PEGA
-46.7%
+116.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +1.5% |
| 7D | +9.9% | -4.6% | +14.4% | +10.3% |
| 30D | -22.1% | -6.8% | -15.3% | -21.7% |
| 3M | -7.7% | +2.6% | -10.3% | -8.7% |
| 6M | +60.9% | -5.4% | +66.3% | +61.2% |
| YTD | +76.4% | -46.0% | +122.5% | +94.9% |
| 1Y | +69.3% | -45.6% | +115.0% | +86.2% |
| All | +69.3% | -46.7% | +116.1% | +86.2% |
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