+122.5%
NTAP vs PEG
+40.7%
+81.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.5% | +4.6% | +4.2% |
| 7D | -2.4% | +1.5% | -3.9% | -2.8% |
| 30D | -23.4% | +5.0% | -28.4% | -24.5% |
| 3M | -7.5% | -0.3% | -7.2% | -7.5% |
| 6M | +56.4% | -2.7% | +59.0% | +56.7% |
| YTD | +73.6% | -5.1% | +78.7% | +74.6% |
| 1Y | +68.4% | -8.3% | +76.6% | +71.3% |
| 3Y | +150.6% | +33.0% | +117.5% | +126.5% |
| 5Y | +122.5% | +41.3% | +81.2% | +89.3% |
| All | +122.5% | +40.7% | +81.8% | +89.3% |
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