+105.6%
NTAP vs PENG
+42.1%
+63.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +12.4% | -12.5% | -3.1% |
| 7D | -15.1% | -19.4% | +4.4% | -11.2% |
| 30D | -28.1% | -42.4% | +14.3% | -18.9% |
| 3M | -11.4% | -25.6% | +14.2% | -6.4% |
| 6M | +52.2% | +7.3% | +44.9% | +41.8% |
| YTD | +60.4% | +113.9% | -53.4% | +24.8% |
| 1Y | +51.0% | +93.6% | -42.6% | +19.9% |
| 3Y | +135.6% | +170.2% | -34.7% | +62.0% |
| All | +105.6% | +42.1% | +63.5% | +45.9% |
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