+2,222.8%
NTRS vs PEGA
+1,127.6%
+1,095.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.0% | +0.1% |
| 7D | +0.9% | -6.1% | +7.0% | +1.6% |
| 30D | -1.2% | +6.4% | -7.6% | -2.1% |
| 3M | +8.8% | +2.9% | +5.9% | +7.9% |
| 6M | +34.7% | -23.8% | +58.5% | +37.8% |
| YTD | +37.2% | -41.1% | +78.3% | +44.1% |
| 1Y | +46.3% | -38.2% | +84.6% | +52.4% |
| 3Y | +163.2% | +49.8% | +113.4% | +141.0% |
| 5Y | +86.9% | -48.0% | +134.9% | +88.4% |
| 10Y | +250.9% | +173.1% | +77.8% | +194.9% |
| All | +2,222.8% | +1,127.6% | +1,095.2% | +1,386.6% |
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