+51.0%
NTRA vs PENG
+103.2%
-52.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.3% | -2.5% |
| 7D | -19.7% | -16.1% | -3.6% | -18.5% |
| 30D | -22.1% | -41.5% | +19.3% | -19.4% |
| 3M | -2.0% | -19.1% | +17.1% | -1.0% |
| 6M | +60.6% | +0.9% | +59.7% | +57.3% |
| YTD | +36.2% | +128.2% | -92.0% | +12.8% |
| 1Y | +51.0% | +98.6% | -47.6% | +27.0% |
| All | +51.0% | +103.2% | -52.2% | +27.0% |
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