+440.6%
NTAP vs PENG
+520.3%
-79.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -23.0% | +13.3% | -4.5% |
| 7D | -22.5% | -36.7% | +14.2% | -14.4% |
| 30D | -25.7% | -42.0% | +16.3% | -16.6% |
| 3M | -9.0% | -33.2% | +24.2% | -1.6% |
| 6M | +49.2% | +2.1% | +47.1% | +41.3% |
| YTD | +60.6% | +90.3% | -29.7% | +30.4% |
| 1Y | +48.7% | +67.7% | -19.0% | +23.8% |
| 3Y | +135.6% | +154.2% | -18.7% | +69.4% |
| 5Y | +107.8% | +28.3% | +79.5% | +61.1% |
| All | +440.6% | +520.3% | -79.7% | +215.9% |
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 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