+80.3%
PEP vs NTAP
+608.6%
-528.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.1% | -3.7% | 0.0% |
| 7D | +1.0% | -5.0% | +6.0% | +1.5% |
| 30D | +12.6% | -25.8% | +38.4% | +15.7% |
| 3M | +3.1% | -6.9% | +10.0% | +3.2% |
| 6M | -6.3% | +50.0% | -56.3% | -12.1% |
| YTD | +1.9% | +66.9% | -65.1% | -6.1% |
| 1Y | +3.3% | +58.3% | -55.0% | -4.2% |
| 3Y | -4.8% | +145.1% | -150.0% | -19.9% |
| 5Y | +2.0% | +114.2% | -112.2% | -13.1% |
| 10Y | +80.3% | +576.6% | -496.2% | +22.4% |
| All | +80.3% | +608.6% | -528.3% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 10y: compounded portfolio wealth divided by compounded NTAP 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…
10y analysis · Full analysis span regression · 6 months rolling