+135.8%
NTAP vs PENG
+153.0%
-17.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -23.0% | +13.3% | -4.1% |
| 7D | -22.5% | -36.7% | +14.2% | -13.8% |
| 30D | -25.7% | -42.0% | +16.3% | -16.0% |
| 3M | -9.0% | -33.2% | +24.2% | -1.0% |
| 6M | +49.2% | +2.1% | +47.1% | +40.8% |
| YTD | +60.6% | +90.3% | -29.7% | +28.2% |
| 1Y | +48.7% | +67.7% | -19.0% | +22.1% |
| All | +135.8% | +153.0% | -17.2% | +60.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling