+122.8%
NTAP vs PBR
+558.3%
-435.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -0.9% |
| 7D | -1.0% | +4.2% | -5.2% | -1.4% |
| 30D | -7.5% | +22.7% | -30.2% | -9.8% |
| 3M | +14.6% | +21.5% | -6.9% | +11.8% |
| 6M | +91.0% | +24.0% | +67.0% | +85.3% |
| YTD | +73.7% | +88.2% | -14.6% | +59.6% |
| 1Y | +51.2% | +74.8% | -23.6% | +40.1% |
| 3Y | +146.1% | +105.1% | +41.0% | +122.0% |
| 5Y | +122.8% | +572.2% | -449.4% | +65.0% |
| All | +122.8% | +558.3% | -435.5% | +65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling