+149.4%
NTAP vs PEG
+31.0%
+118.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -1.8% |
| 7D | +2.2% | -1.0% | +3.2% | +2.4% |
| 30D | -7.0% | -2.6% | -4.4% | -6.5% |
| 3M | +12.3% | -7.6% | +19.9% | +14.1% |
| 6M | +85.1% | -12.2% | +97.3% | +90.4% |
| YTD | +74.8% | -8.1% | +82.8% | +76.7% |
| 1Y | +52.7% | -7.0% | +59.6% | +53.3% |
| All | +149.4% | +31.0% | +118.4% | +142.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling