+68.1%
NTAP vs PEG
-6.2%
+74.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.5% |
| 7D | -16.1% | +1.0% | -17.1% | -15.9% |
| 30D | -15.9% | +6.6% | -22.6% | -14.9% |
| 3M | -1.2% | -3.1% | +1.9% | -2.5% |
| 6M | +70.1% | -7.4% | +77.4% | +66.7% |
| YTD | +77.9% | -6.4% | +84.4% | +74.0% |
| 1Y | +68.1% | -7.4% | +75.6% | +64.2% |
| All | +68.1% | -6.2% | +74.3% | +64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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