+52.7%
NTAP vs PBF
+172.0%
-119.3%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.3% |
| 7D | +2.2% | +1.4% | +0.8% | +2.1% |
| 30D | -7.0% | +15.8% | -22.9% | -8.3% |
| 3M | +12.3% | +90.3% | -78.0% | +5.9% |
| 6M | +85.1% | +102.8% | -17.7% | +72.7% |
| YTD | +74.8% | +187.3% | -112.6% | +59.8% |
| 1Y | +52.7% | +161.8% | -109.2% | +39.7% |
| All | +52.7% | +172.0% | -119.3% | +39.7% |
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