+59.0%
NTRA vs PENG
+130.4%
-71.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.5% | +4.3% | -0.8% |
| 7D | +2.7% | +13.2% | -10.5% | +1.8% |
| 30D | -19.2% | -29.9% | +10.8% | -17.4% |
| 3M | +2.7% | -22.2% | +24.9% | +3.9% |
| 6M | +63.4% | -1.9% | +65.3% | +61.0% |
| YTD | +39.3% | +142.1% | -102.8% | +16.7% |
| 1Y | +59.0% | +151.5% | -92.5% | +34.7% |
| All | +59.0% | +130.4% | -71.3% | +34.7% |
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