+462.0%
NTAP vs PENG
+661.7%
-199.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +9.3% | -5.2% | +2.0% |
| 7D | -5.0% | -3.8% | -1.2% | -4.8% |
| 30D | -25.8% | -40.1% | +14.3% | -17.5% |
| 3M | -6.9% | -21.8% | +14.9% | -3.1% |
| 6M | +50.0% | +3.3% | +46.7% | +41.5% |
| YTD | +66.9% | +133.6% | -66.7% | +29.1% |
| 1Y | +58.3% | +110.7% | -52.4% | +24.9% |
| 3Y | +145.1% | +204.3% | -59.1% | +68.9% |
| 5Y | +114.2% | +54.4% | +59.8% | +58.9% |
| All | +462.0% | +661.7% | -199.7% | +212.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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