+1,700.8%
NTRA vs PEGA
+218.8%
+1,481.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +2.9% | +0.7% |
| 7D | +1.1% | -2.4% | +3.5% | +2.1% |
| 30D | +0.6% | +9.6% | -9.0% | -4.0% |
| 3M | +51.8% | +2.3% | +49.5% | +46.8% |
| 6M | +63.6% | -23.9% | +87.5% | +80.1% |
| YTD | +41.5% | -39.8% | +81.3% | +70.5% |
| 1Y | +93.6% | -37.4% | +131.1% | +125.4% |
| 3Y | +498.0% | +53.1% | +444.9% | +268.6% |
| 5Y | +172.5% | -47.2% | +219.7% | +204.4% |
| 10Y | +2,960.8% | +174.3% | +2,786.5% | +1,510.4% |
| All | +1,700.8% | +218.8% | +1,481.9% | +823.6% |
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