+659.0%
NTAP vs PBF
+278.8%
+380.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.8% | -1.7% | +3.1% |
| 7D | -2.4% | -4.0% | +1.6% | -1.7% |
| 30D | -23.4% | -18.0% | -5.5% | -21.1% |
| 3M | -7.5% | +0.9% | -8.4% | -8.2% |
| 6M | +56.4% | +65.7% | -9.3% | +42.4% |
| YTD | +73.6% | +161.9% | -88.2% | +44.8% |
| 1Y | +68.4% | +77.8% | -9.4% | +49.1% |
| 3Y | +150.6% | +74.9% | +75.7% | +113.4% |
| 5Y | +122.5% | +423.4% | -300.9% | +48.9% |
| 10Y | +589.7% | +255.2% | +334.6% | +313.4% |
| All | +659.0% | +278.8% | +380.2% | +308.6% |
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