+131.1%
NTAP vs PEGA
-46.5%
+177.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | -0.8% | +3.3% | -4.1% | -1.3% |
| 30D | -0.5% | +17.7% | -18.3% | -3.6% |
| 3M | +4.1% | +5.8% | -1.7% | +2.3% |
| 6M | +88.0% | -20.3% | +108.2% | +93.5% |
| YTD | +75.6% | -37.1% | +112.7% | +87.7% |
| 1Y | +58.9% | -30.2% | +89.1% | +65.9% |
| 3Y | +153.6% | +48.1% | +105.5% | +123.4% |
| All | +131.1% | -46.5% | +177.5% | +138.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling