+114.2%
NTAP vs PBF
+407.7%
-293.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.4% | +0.7% | +3.6% |
| 7D | -5.0% | -7.4% | +2.4% | -4.0% |
| 30D | -25.8% | -17.5% | -8.3% | -24.0% |
| 3M | -6.9% | +13.1% | -20.0% | -8.7% |
| 6M | +50.0% | +72.6% | -22.6% | +38.6% |
| YTD | +66.9% | +161.2% | -94.3% | +44.4% |
| 1Y | +58.3% | +93.3% | -35.1% | +42.1% |
| 3Y | +145.1% | +80.7% | +64.5% | +110.6% |
| 5Y | +114.2% | +396.1% | -281.9% | +59.7% |
| All | +114.2% | +407.7% | -293.5% | +59.7% |
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 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