+95.5%
PEP vs NTAP
+583.1%
-487.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.5% | +4.8% | +2.5% |
| 7D | +2.9% | +7.2% | -4.3% | +2.2% |
| 30D | +12.5% | -18.4% | +30.9% | +14.5% |
| 3M | +4.5% | -11.3% | +15.9% | +5.2% |
| 6M | -0.5% | +53.8% | -54.3% | -7.0% |
| YTD | +4.4% | +72.0% | -67.5% | -4.1% |
| 1Y | +4.4% | +68.0% | -63.7% | -3.9% |
| 3Y | -3.4% | +149.5% | -152.9% | -18.8% |
| 5Y | +5.2% | +125.6% | -120.4% | -11.2% |
| All | +95.5% | +583.1% | -487.6% | +29.7% |
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