+90.2%
NTR vs PEGA
+55.6%
+34.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.8% | -0.6% |
| 7D | -1.3% | -3.0% | +1.7% | -0.9% |
| 30D | +16.8% | +15.9% | +0.9% | +14.2% |
| 3M | +20.7% | +10.8% | +9.9% | +18.2% |
| 6M | +0.5% | -16.5% | +17.0% | +2.1% |
| YTD | +29.2% | -39.0% | +68.2% | +37.0% |
| 1Y | +39.6% | -37.3% | +76.9% | +46.6% |
| 3Y | +37.9% | +59.2% | -21.3% | +14.1% |
| 5Y | +47.1% | -44.9% | +91.9% | +55.8% |
| All | +90.2% | +55.6% | +34.6% | +26.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling