+122.5%
NTAP vs PENG
+68.7%
+53.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +10.3% | -6.3% | +1.6% |
| 7D | -2.4% | +1.9% | -4.3% | -3.5% |
| 30D | -23.4% | -37.8% | +14.3% | -15.4% |
| 3M | -7.5% | -14.1% | +6.6% | -5.6% |
| 6M | +56.4% | +13.1% | +43.3% | +43.7% |
| YTD | +73.6% | +151.8% | -78.2% | +29.7% |
| 1Y | +68.4% | +136.0% | -67.6% | +27.5% |
| 3Y | +150.6% | +217.9% | -67.4% | +65.5% |
| 5Y | +122.5% | +64.1% | +58.4% | +52.8% |
| All | +122.5% | +68.7% | +53.8% | +52.8% |
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