+502.5%
NTRA vs PEG
+31.8%
+470.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +0.2% | -0.9% | +1.1% | +0.6% |
| 30D | +4.1% | -3.7% | +7.8% | +5.7% |
| 3M | +50.0% | -7.3% | +57.3% | +54.5% |
| 6M | +67.3% | -10.5% | +77.8% | +74.6% |
| YTD | +43.6% | -7.5% | +51.1% | +47.5% |
| 1Y | +89.2% | -8.7% | +98.0% | +95.1% |
| 3Y | +502.5% | +31.4% | +471.2% | +416.1% |
| All | +502.5% | +31.8% | +470.8% | +416.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 3y: compounded portfolio wealth divided by compounded PEG 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…
3y analysis · Full analysis span regression · 6 months rolling