+589.7%
NTAP vs PBF
+351.3%
+238.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.3% |
| 7D | +2.2% | +1.4% | +0.8% | +2.0% |
| 30D | -7.0% | +15.8% | -22.9% | -9.4% |
| 3M | +12.3% | +90.3% | -78.0% | 0.0% |
| 6M | +85.1% | +102.8% | -17.7% | +61.8% |
| YTD | +74.8% | +187.3% | -112.6% | +42.8% |
| 1Y | +52.7% | +161.8% | -109.2% | +25.5% |
| 3Y | +147.7% | +55.5% | +92.2% | +113.8% |
| 5Y | +124.8% | +801.9% | -677.1% | +31.6% |
| 10Y | +589.7% | +362.2% | +227.5% | +295.4% |
| All | +589.7% | +351.3% | +238.4% | +295.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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