+68.4%
NTAP vs PBF
+78.3%
-9.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.8% | -1.7% | +3.3% |
| 7D | -2.4% | -4.0% | +1.6% | -1.9% |
| 30D | -23.4% | -18.0% | -5.5% | -21.8% |
| 3M | -7.5% | +0.9% | -8.4% | -7.8% |
| 6M | +56.4% | +65.7% | -9.3% | +47.7% |
| YTD | +73.6% | +161.9% | -88.2% | +57.2% |
| 1Y | +68.4% | +77.8% | -9.4% | +68.4% |
| All | +68.4% | +78.3% | -9.9% | +68.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling