+99.0%
NTRA vs PENG
+120.5%
-21.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -9.1% | +9.7% | +1.4% |
| 7D | -7.9% | -20.5% | +12.6% | -6.4% |
| 30D | -8.1% | -20.4% | +12.2% | -7.0% |
| 3M | +42.1% | -16.4% | +58.5% | +42.9% |
| 6M | +84.8% | +49.2% | +35.6% | +70.1% |
| YTD | +70.7% | +147.2% | -76.5% | +38.8% |
| 1Y | +99.0% | +124.7% | -25.6% | +64.1% |
| All | +99.0% | +120.5% | -21.4% | +64.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling