+149.5%
NTAP vs PEGA
+46.3%
+103.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -2.7% |
| 7D | +7.2% | +0.1% | +7.1% | +7.1% |
| 30D | -18.4% | -4.1% | -14.2% | -18.0% |
| 3M | -11.3% | -2.8% | -8.5% | -11.5% |
| 6M | +53.8% | -0.4% | +54.2% | +52.3% |
| YTD | +72.0% | -45.4% | +117.4% | +86.3% |
| 1Y | +68.0% | -42.6% | +110.6% | +80.4% |
| 3Y | +149.5% | +45.4% | +104.1% | +143.9% |
| All | +149.5% | +46.3% | +103.2% | +143.9% |
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