+167.2%
NTRS vs PEGA
+54.2%
+113.0%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.9% |
| 7D | +1.4% | -3.0% | +4.4% | +1.7% |
| 30D | -0.7% | +15.9% | -16.5% | -2.5% |
| 3M | +11.3% | +10.8% | +0.5% | +9.4% |
| 6M | +35.5% | -16.5% | +52.0% | +37.6% |
| YTD | +40.6% | -39.0% | +79.6% | +48.8% |
| 1Y | +49.2% | -37.3% | +86.5% | +56.6% |
| 3Y | +167.2% | +59.2% | +108.1% | +121.1% |
| All | +167.2% | +54.2% | +113.0% | +121.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling