+68.0%
NTAP vs PBF
+90.5%
-22.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.6% |
| 7D | +7.2% | +6.5% | +0.7% | +6.3% |
| 30D | -18.4% | -20.0% | +1.6% | -16.4% |
| 3M | -11.3% | -3.3% | -8.0% | -11.3% |
| 6M | +53.8% | +76.8% | -23.0% | +44.4% |
| YTD | +72.0% | +168.9% | -97.0% | +55.1% |
| 1Y | +68.0% | +96.4% | -28.3% | +64.6% |
| All | +68.0% | +90.5% | -22.4% | +64.6% |
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