+3,083.1%
NTRA vs PENG
+762.7%
+2,320.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.4% | -6.3% | -1.4% |
| 7D | +0.6% | +4.5% | -4.0% | -0.5% |
| 30D | +19.5% | -7.1% | +26.6% | +21.1% |
| 3M | +47.8% | -27.3% | +75.0% | +52.7% |
| 6M | +61.6% | +169.6% | -107.9% | +15.3% |
| YTD | +43.3% | +164.6% | -121.4% | +1.7% |
| 1Y | +97.0% | +109.5% | -12.4% | +47.0% |
| 3Y | +424.9% | +98.9% | +326.0% | +253.8% |
| 5Y | +165.2% | +116.3% | +48.9% | +68.0% |
| All | +3,083.1% | +762.7% | +2,320.5% | +1,471.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling