+494.0%
NTRA vs PENG
+108.8%
+385.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.4% | -6.3% | -0.6% |
| 7D | +0.6% | +4.5% | -4.0% | 0.0% |
| 30D | +19.5% | -7.1% | +26.6% | +20.3% |
| 3M | +47.8% | -27.3% | +75.0% | +50.5% |
| 6M | +61.6% | +169.6% | -107.9% | +32.3% |
| YTD | +43.3% | +164.6% | -121.4% | +16.9% |
| 1Y | +97.0% | +109.5% | -12.4% | +65.7% |
| All | +494.0% | +108.8% | +385.2% | +358.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling