+201.6%
NTAP vs PBR
+1,864.5%
-1,662.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.6% | +1.0% |
| 7D | +3.3% | +2.5% | +0.8% | +2.6% |
| 30D | -0.2% | +19.4% | -19.6% | -4.9% |
| 3M | +11.4% | +20.8% | -9.4% | +5.6% |
| 6M | +88.7% | +23.5% | +65.2% | +76.9% |
| YTD | +78.9% | +83.4% | -4.5% | +51.0% |
| 1Y | +58.8% | +77.6% | -18.7% | +34.7% |
| 3Y | +153.5% | +99.9% | +53.7% | +104.1% |
| 5Y | +136.7% | +567.7% | -431.0% | +30.1% |
| 10Y | +590.2% | +621.5% | -31.3% | +211.1% |
| All | +201.6% | +1,864.5% | -1,662.9% | -46.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling