+136.7%
NTAP vs PBF
+735.5%
-598.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.3% | -1.4% | +1.5% |
| 7D | +3.3% | +2.4% | +0.9% | +3.0% |
| 30D | -0.2% | +24.9% | -25.1% | -3.1% |
| 3M | +11.4% | +81.9% | -70.5% | +2.7% |
| 6M | +88.7% | +79.4% | +9.3% | +72.9% |
| YTD | +78.9% | +188.3% | -109.4% | +53.5% |
| 1Y | +58.8% | +177.3% | -118.4% | +35.9% |
| 3Y | +153.5% | +56.0% | +97.5% | +121.9% |
| 5Y | +136.7% | +804.0% | -667.3% | +68.5% |
| All | +136.7% | +735.5% | -598.8% | +68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling