+149.5%
NTAP vs PBF
+64.9%
+84.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.3% |
| 7D | -0.8% | +4.3% | -5.1% | -1.4% |
| 30D | -0.5% | +22.0% | -22.5% | -3.5% |
| 3M | +4.1% | +74.5% | -70.4% | -4.7% |
| 6M | +88.0% | +67.7% | +20.3% | +71.6% |
| YTD | +75.6% | +179.2% | -103.6% | +47.2% |
| 1Y | +58.9% | +170.0% | -111.1% | +32.4% |
| All | +149.5% | +64.9% | +84.7% | +104.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling