+124.8%
NTAP vs PEG
+33.9%
+90.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.0% |
| 7D | +2.2% | -0.1% | +2.3% | +2.2% |
| 30D | -7.0% | -1.7% | -5.3% | -6.6% |
| 3M | +12.3% | -6.8% | +19.1% | +14.3% |
| 6M | +85.1% | -11.4% | +96.5% | +90.7% |
| YTD | +74.8% | -7.2% | +82.0% | +77.0% |
| 1Y | +52.7% | -6.1% | +58.8% | +53.7% |
| 3Y | +147.7% | +31.8% | +115.9% | +125.1% |
| 5Y | +124.8% | +35.6% | +89.2% | +97.9% |
| All | +124.8% | +33.9% | +90.9% | +97.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling