+135.6%
NTAP vs PEGA
+43.6%
+92.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +0.4% |
| 7D | -15.1% | -4.5% | -10.5% | -14.5% |
| 30D | -28.1% | -5.7% | -22.4% | -27.6% |
| 3M | -11.4% | +2.7% | -14.1% | -12.4% |
| 6M | +52.2% | -10.5% | +62.7% | +53.3% |
| YTD | +60.4% | -45.4% | +105.9% | +73.9% |
| 1Y | +51.0% | -44.7% | +95.7% | +63.2% |
| 3Y | +135.6% | +45.7% | +89.9% | +133.2% |
| All | +135.6% | +43.6% | +92.0% | +133.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling