+87.3%
NTRA vs PENG
+106.3%
-19.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +1.9% |
| 7D | +1.6% | +7.3% | -5.7% | +1.1% |
| 30D | +3.8% | -7.5% | +11.2% | +4.1% |
| 3M | +48.2% | -17.2% | +65.5% | +48.0% |
| 6M | +61.0% | +176.7% | -115.8% | +36.5% |
| YTD | +44.2% | +161.0% | -116.9% | +22.2% |
| 1Y | +87.3% | +108.8% | -21.6% | +56.5% |
| All | +87.3% | +106.3% | -19.0% | +56.5% |
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