+440.0%
NTAP vs PENG
+597.2%
-157.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +12.4% | -12.5% | -2.9% |
| 7D | -15.1% | -19.4% | +4.4% | -11.4% |
| 30D | -28.1% | -42.4% | +14.3% | -19.3% |
| 3M | -11.4% | -25.6% | +14.2% | -6.7% |
| 6M | +52.2% | +7.3% | +44.9% | +42.4% |
| YTD | +60.4% | +113.9% | -53.4% | +26.6% |
| 1Y | +51.0% | +93.6% | -42.6% | +21.5% |
| 3Y | +135.6% | +170.2% | -34.7% | +66.7% |
| 5Y | +107.5% | +44.2% | +63.3% | +56.4% |
| All | +440.0% | +597.2% | -157.1% | +206.6% |
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