+255.5%
NTRS vs PEGA
+184.6%
+70.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.7% |
| 7D | +1.4% | -3.0% | +4.4% | +2.0% |
| 30D | -0.7% | +15.9% | -16.5% | -4.1% |
| 3M | +11.3% | +10.8% | +0.5% | +7.6% |
| 6M | +35.5% | -16.5% | +52.0% | +38.8% |
| YTD | +40.6% | -39.0% | +79.6% | +54.0% |
| 1Y | +49.2% | -37.3% | +86.5% | +61.1% |
| 3Y | +167.2% | +59.2% | +108.1% | +109.7% |
| 5Y | +94.9% | -44.9% | +139.8% | +102.5% |
| All | +255.5% | +184.6% | +70.9% | +128.5% |
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