+3,103.8%
NTRA vs PENG
+751.0%
+2,352.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.0% |
| 7D | +1.6% | +7.3% | -5.7% | -0.2% |
| 30D | +3.8% | -7.5% | +11.2% | +5.1% |
| 3M | +48.2% | -17.2% | +65.5% | +49.0% |
| 6M | +61.0% | +176.7% | -115.8% | +14.0% |
| YTD | +44.2% | +161.0% | -116.9% | +2.7% |
| 1Y | +87.3% | +108.8% | -21.6% | +39.8% |
| 3Y | +509.4% | +109.8% | +399.6% | +303.5% |
| 5Y | +175.1% | +111.7% | +63.4% | +75.3% |
| All | +3,103.8% | +751.0% | +2,352.8% | +1,486.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling