+91.4%
PEG vs NTR
+103.7%
-12.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.4% | -1.3% |
| 7D | -0.1% | +0.5% | -0.6% | -0.2% |
| 30D | -1.7% | +21.7% | -23.5% | -5.1% |
| 3M | -6.8% | +22.8% | -29.5% | -10.2% |
| 6M | -11.4% | +8.2% | -19.6% | -13.0% |
| YTD | -7.2% | +32.9% | -40.2% | -12.5% |
| 1Y | -6.1% | +45.3% | -51.5% | -13.1% |
| 3Y | +31.8% | +41.7% | -9.9% | +21.0% |
| 5Y | +35.6% | +49.8% | -14.2% | +16.2% |
| All | +91.4% | +103.7% | -12.3% | +30.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling