+37.9%
NTR vs PEGA
+54.2%
-16.4%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.8% | -0.4% |
| 7D | -1.3% | -3.0% | +1.7% | -1.2% |
| 30D | +16.8% | +15.9% | +0.9% | +16.2% |
| 3M | +20.7% | +10.8% | +9.9% | +20.2% |
| 6M | +0.5% | -16.5% | +17.0% | +1.2% |
| YTD | +29.2% | -39.0% | +68.2% | +32.8% |
| 1Y | +39.6% | -37.3% | +76.9% | +42.8% |
| 3Y | +37.9% | +59.2% | -21.3% | +20.3% |
| All | +37.9% | +54.2% | -16.4% | +20.3% |
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