+1,101.1%
PEP vs NTAP
+21,414.7%
-20,313.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.7% | +9.9% | +0.6% |
| 7D | +6.7% | -22.5% | +29.1% | +7.8% |
| 30D | +13.5% | -25.7% | +39.2% | +14.9% |
| 3M | +3.9% | -9.0% | +13.0% | +4.1% |
| 6M | -6.0% | +49.2% | -55.2% | -8.2% |
| YTD | +2.5% | +60.6% | -58.1% | -0.4% |
| 1Y | +3.9% | +48.7% | -44.7% | +1.3% |
| 3Y | -4.7% | +135.6% | -140.2% | -9.7% |
| 5Y | +1.1% | +107.8% | -106.7% | -4.0% |
| 10Y | +83.8% | +609.4% | -525.6% | +63.8% |
| All | +1,101.1% | +21,414.7% | -20,313.6% | +702.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling