+131.1%
NTAP vs PENG
+115.2%
+15.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.4% | -6.3% | -1.3% |
| 7D | -0.8% | +4.5% | -5.3% | -1.8% |
| 30D | -0.5% | -7.1% | +6.6% | +0.7% |
| 3M | +4.1% | -27.3% | +31.3% | +8.1% |
| 6M | +88.0% | +169.6% | -81.6% | +41.1% |
| YTD | +75.6% | +164.6% | -89.0% | +31.7% |
| 1Y | +58.9% | +109.5% | -50.6% | +24.6% |
| 3Y | +153.6% | +98.9% | +54.6% | +83.8% |
| All | +131.1% | +115.2% | +15.8% | +64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling