+625.8%
NTAP vs PEG
+148.0%
+477.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.1% | +8.7% | +8.6% |
| 7D | +7.4% | -0.9% | +8.3% | +7.7% |
| 30D | -1.4% | -3.7% | +2.3% | 0.0% |
| 3M | +24.6% | -7.3% | +31.8% | +27.8% |
| 6M | +105.9% | -10.5% | +116.4% | +113.0% |
| YTD | +88.5% | -7.5% | +96.0% | +92.2% |
| 1Y | +62.1% | -8.7% | +70.8% | +65.7% |
| 3Y | +169.1% | +31.4% | +137.7% | +136.1% |
| 5Y | +141.9% | +37.8% | +104.1% | +105.0% |
| All | +625.8% | +148.0% | +477.8% | +411.4% |
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