+146.7%
NTAP vs PCOR
-10.3%
+157.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | 0.0% |
| 7D | -15.1% | +22.7% | -37.8% | -19.4% |
| 30D | -28.1% | +37.5% | -65.5% | -33.6% |
| 3M | -11.4% | +35.2% | -46.6% | -18.5% |
| 6M | +52.2% | +42.2% | +10.0% | +37.4% |
| YTD | +60.4% | +3.6% | +56.9% | +54.8% |
| 1Y | +51.0% | -4.8% | +55.8% | +48.8% |
| 3Y | +135.6% | +48.3% | +87.2% | +106.2% |
| 5Y | +107.5% | -20.1% | +127.6% | +86.0% |
| All | +146.7% | -10.3% | +157.0% | +126.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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