+19,691.7%
NTAP vs PEG
+1,858.0%
+17,833.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.2% |
| 7D | -0.8% | +0.7% | -1.5% | -1.0% |
| 30D | -0.5% | -2.4% | +1.9% | +0.3% |
| 3M | +4.1% | -4.8% | +8.9% | +5.6% |
| 6M | +88.0% | -10.7% | +98.6% | +94.7% |
| YTD | +75.6% | -6.7% | +82.2% | +78.6% |
| 1Y | +58.9% | -6.8% | +65.8% | +61.3% |
| 3Y | +153.6% | +34.5% | +119.1% | +121.9% |
| 5Y | +127.6% | +35.8% | +91.9% | +96.1% |
| 10Y | +580.4% | +141.7% | +438.6% | +359.9% |
| All | +19,691.7% | +1,858.0% | +17,833.7% | +9,279.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling