+37.4%
PEG vs NTR
+45.7%
-8.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | -0.1% |
| 7D | -0.9% | -1.3% | +0.4% | -0.8% |
| 30D | -3.7% | +16.8% | -20.5% | -5.2% |
| 3M | -7.3% | +20.7% | -28.0% | -9.0% |
| 6M | -10.5% | +0.5% | -11.0% | -10.7% |
| YTD | -7.5% | +29.2% | -36.7% | -10.3% |
| 1Y | -8.7% | +39.6% | -48.3% | -12.3% |
| 3Y | +31.4% | +37.9% | -6.5% | +25.4% |
| All | +37.4% | +45.7% | -8.3% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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