+172.5%
NTRA vs PENG
+107.7%
+64.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | +1.1% | +7.8% | -6.7% | -0.6% |
| 30D | +0.6% | -12.2% | +12.8% | +2.9% |
| 3M | +51.8% | -20.6% | +72.5% | +53.9% |
| 6M | +63.6% | +180.9% | -117.3% | +16.5% |
| YTD | +41.5% | +162.3% | -120.8% | +1.5% |
| 1Y | +93.6% | +107.3% | -13.6% | +46.0% |
| 3Y | +498.0% | +110.8% | +387.3% | +295.2% |
| 5Y | +172.5% | +117.8% | +54.6% | +75.2% |
| All | +172.5% | +107.7% | +64.8% | +75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling