+14,158.2%
NTAP vs PEGA
+1,036.4%
+13,121.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +0.5% |
| 7D | -15.1% | -4.5% | -10.5% | -14.4% |
| 30D | -28.1% | -5.7% | -22.4% | -27.4% |
| 3M | -11.4% | +2.7% | -14.1% | -12.4% |
| 6M | +52.2% | -10.5% | +62.7% | +53.4% |
| YTD | +60.4% | -45.4% | +105.9% | +74.8% |
| 1Y | +51.0% | -44.7% | +95.7% | +64.0% |
| 3Y | +135.6% | +45.7% | +89.9% | +106.2% |
| 5Y | +107.5% | -45.3% | +152.8% | +108.0% |
| 10Y | +608.6% | +102.6% | +506.1% | +459.1% |
| All | +14,158.2% | +1,036.4% | +13,121.7% | +4,444.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling