+667.5%
NTAP vs PBF
+303.9%
+363.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.8% |
| 3M | +4.1% | +74.5% | -70.4% | -5.5% |
| 6M | +88.0% | +67.7% | +20.3% | +70.2% |
| YTD | +75.6% | +179.2% | -103.6% | +45.5% |
| 1Y | +58.9% | +170.0% | -111.1% | +31.2% |
| 3Y | +153.6% | +66.4% | +87.2% | +118.1% |
| 5Y | +127.6% | +764.5% | -636.9% | +39.1% |
| 10Y | +580.4% | +358.5% | +221.9% | +296.0% |
| All | +667.5% | +303.9% | +363.6% | +310.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling