+42.5%
NTRS vs PEGA
-44.4%
+87.0%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +3.6% | -2.9% | +6.4% | +3.7% |
| 30D | +4.3% | -0.5% | +4.8% | +4.3% |
| 3M | -1.9% | +8.5% | -10.4% | -2.6% |
| 6M | +11.4% | -6.3% | +17.7% | +11.7% |
| YTD | +32.3% | -42.2% | +74.5% | +38.6% |
| 1Y | +42.5% | -43.4% | +86.0% | +51.4% |
| All | +42.5% | -44.4% | +87.0% | +51.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling