+568.6%
NTAP vs PEG
+165.6%
+403.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.5% | +4.6% | +4.2% |
| 7D | -2.4% | +1.5% | -3.9% | -2.9% |
| 30D | -23.4% | +5.0% | -28.4% | -24.9% |
| 3M | -7.5% | -0.3% | -7.2% | -7.6% |
| 6M | +56.4% | -2.7% | +59.0% | +56.9% |
| YTD | +73.6% | -5.1% | +78.7% | +75.1% |
| 1Y | +68.4% | -8.3% | +76.6% | +71.9% |
| 3Y | +150.6% | +33.0% | +117.5% | +119.0% |
| 5Y | +122.5% | +41.3% | +81.2% | +86.9% |
| All | +568.6% | +165.6% | +403.0% | +388.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling