+107.1%
PEP vs NTRA
+1,700.8%
-1,593.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.6% |
| 7D | +0.1% | +1.1% | -1.0% | +0.1% |
| 30D | +0.7% | +0.6% | 0.0% | +0.6% |
| 3M | -0.5% | +51.8% | -52.4% | -2.1% |
| 6M | -11.3% | +63.6% | -74.9% | -13.1% |
| YTD | -0.6% | +41.5% | -42.1% | -2.1% |
| 1Y | +1.7% | +93.6% | -92.0% | -1.2% |
| 3Y | -12.5% | +498.0% | -510.5% | -19.7% |
| 5Y | +3.9% | +172.5% | -168.6% | -3.2% |
| 10Y | +76.6% | +2,960.8% | -2,884.2% | +47.8% |
| All | +107.1% | +1,700.8% | -1,593.7% | +75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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