+1,111.5%
PEP vs NTAP
+23,159.9%
-22,048.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.1% | -3.8% | 0.0% |
| 7D | +1.1% | -2.4% | +3.5% | +1.1% |
| 30D | +13.6% | -23.4% | +37.1% | +14.9% |
| 3M | +5.1% | -7.5% | +12.6% | +5.2% |
| 6M | -1.6% | +56.4% | -58.0% | -4.1% |
| YTD | +3.3% | +73.6% | -70.3% | +0.1% |
| 1Y | +3.2% | +68.4% | -65.2% | +0.1% |
| 3Y | -3.9% | +150.6% | -154.5% | -9.3% |
| 5Y | +4.0% | +122.5% | -118.4% | -1.5% |
| 10Y | +90.1% | +589.7% | -499.6% | +69.5% |
| All | +1,111.5% | +23,159.9% | -22,048.5% | +707.0% |
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