+605.9%
NTRA vs PENG
+191.6%
+414.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +9.3% | -6.1% | +1.8% |
| 7D | -15.4% | -3.8% | -11.7% | -15.5% |
| 30D | -20.0% | -40.1% | +20.0% | -14.6% |
| 3M | -0.5% | -21.8% | +21.3% | +1.2% |
| 6M | +64.9% | +3.3% | +61.6% | +52.9% |
| YTD | +39.9% | +133.6% | -93.8% | +5.0% |
| 1Y | +60.5% | +110.7% | -50.2% | +23.1% |
| 3Y | +605.9% | +204.3% | +401.6% | +305.2% |
| All | +605.9% | +191.6% | +414.2% | +305.2% |
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