+625.8%
NTAP vs PBR
+697.0%
-71.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.8% | +9.4% | +8.7% |
| 7D | +7.4% | +5.4% | +2.0% | +6.3% |
| 30D | -1.4% | +22.9% | -24.2% | -5.3% |
| 3M | +24.6% | +19.6% | +4.9% | +20.0% |
| 6M | +105.9% | +16.5% | +89.4% | +98.7% |
| YTD | +88.5% | +86.7% | +1.9% | +65.9% |
| 1Y | +62.1% | +74.7% | -12.6% | +44.1% |
| 3Y | +169.1% | +102.6% | +66.5% | +129.1% |
| 5Y | +141.9% | +566.6% | -424.7% | +54.3% |
| All | +625.8% | +697.0% | -71.2% | +316.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 10y: compounded portfolio wealth divided by compounded PBR 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…
10y analysis · Full analysis span regression · 6 months rolling