+95.6%
NTR vs PEGA
+53.7%
+41.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.2% | +5.7% | +2.1% |
| 7D | +3.8% | -2.4% | +6.2% | +4.2% |
| 30D | +25.2% | +9.6% | +15.6% | +23.5% |
| 3M | +21.0% | +2.3% | +18.7% | +19.9% |
| 6M | +7.6% | -23.9% | +31.5% | +10.8% |
| YTD | +32.9% | -39.8% | +72.6% | +41.1% |
| 1Y | +43.1% | -37.4% | +80.5% | +50.3% |
| 3Y | +41.6% | +53.1% | -11.6% | +18.0% |
| 5Y | +54.8% | -47.2% | +102.0% | +66.2% |
| All | +95.6% | +53.7% | +41.9% | +30.6% |
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