+47.6%
NTR vs PEGA
-47.2%
+94.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.0% | -4.4% | -2.6% |
| 7D | -2.5% | -5.3% | +2.8% | -2.2% |
| 30D | +17.0% | +8.3% | +8.7% | +16.4% |
| 3M | +22.2% | +8.9% | +13.3% | +21.2% |
| 6M | +5.2% | -19.7% | +24.9% | +6.3% |
| YTD | +29.7% | -39.9% | +69.6% | +33.9% |
| 1Y | +39.4% | -36.4% | +75.8% | +42.8% |
| 3Y | +38.2% | +52.8% | -14.6% | +25.7% |
| 5Y | +47.6% | -45.7% | +93.3% | +48.2% |
| All | +47.6% | -47.2% | +94.8% | +48.2% |
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