+1,058.4%
PEP vs NTAP
+23,420.6%
-22,362.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -1.4% | -0.8% | -0.6% | -1.4% |
| 30D | +0.2% | -0.5% | +0.8% | +0.2% |
| 3M | -1.1% | +4.1% | -5.2% | -1.4% |
| 6M | -13.5% | +88.0% | -101.4% | -16.3% |
| YTD | -1.2% | +75.6% | -76.8% | -4.2% |
| 1Y | -1.6% | +58.9% | -60.5% | -4.1% |
| 3Y | -12.5% | +153.6% | -166.1% | -17.3% |
| 5Y | +3.0% | +127.6% | -124.6% | -2.4% |
| 10Y | +73.9% | +580.4% | -506.5% | +55.4% |
| All | +1,058.4% | +23,420.6% | -22,362.3% | +672.8% |
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