+491.0%
NTAP vs PENG
+762.7%
-271.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.9% |
| 6M | +88.0% | +169.6% | -81.6% | +43.0% |
| YTD | +75.6% | +164.6% | -89.0% | +33.5% |
| 1Y | +58.9% | +109.5% | -50.6% | +26.1% |
| 3Y | +153.6% | +98.9% | +54.6% | +86.7% |
| 5Y | +127.6% | +116.3% | +11.4% | +57.9% |
| All | +491.0% | +762.7% | -271.6% | +223.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling