+3,059.8%
NTRA vs PEGA
+184.6%
+2,875.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.2% |
| 7D | +0.2% | -3.0% | +3.2% | +1.5% |
| 30D | +4.1% | +15.9% | -11.8% | -3.3% |
| 3M | +50.0% | +10.8% | +39.2% | +39.6% |
| 6M | +67.3% | -16.5% | +83.8% | +76.6% |
| YTD | +43.6% | -39.0% | +82.6% | +72.6% |
| 1Y | +89.2% | -37.3% | +126.5% | +120.7% |
| 3Y | +502.5% | +59.2% | +443.4% | +255.0% |
| 5Y | +173.8% | -44.9% | +218.6% | +205.2% |
| All | +3,059.8% | +184.6% | +2,875.1% | +1,520.7% |
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