+149.4%
NTAP vs PBR
+97.2%
+52.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.4% |
| 7D | +2.2% | +0.3% | +1.9% | +2.1% |
| 30D | -7.0% | +17.5% | -24.6% | -9.3% |
| 3M | +12.3% | +20.9% | -8.6% | +8.9% |
| 6M | +85.1% | +20.2% | +64.9% | +78.8% |
| YTD | +74.8% | +84.3% | -9.5% | +56.2% |
| 1Y | +52.7% | +77.1% | -24.4% | +37.0% |
| All | +149.4% | +97.2% | +52.2% | +117.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling