+167.0%
NTAP vs PCOR
-7.7%
+174.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.7% | +2.4% | +3.7% |
| 7D | -2.4% | +2.5% | -5.0% | -3.0% |
| 30D | -23.4% | +37.9% | -61.3% | -29.3% |
| 3M | -7.5% | +32.0% | -39.5% | -14.3% |
| 6M | +56.4% | +54.7% | +1.6% | +38.4% |
| YTD | +73.6% | +6.6% | +67.1% | +66.5% |
| 1Y | +68.4% | -1.7% | +70.1% | +64.7% |
| 3Y | +150.6% | +49.0% | +101.6% | +119.2% |
| 5Y | +122.5% | -12.5% | +135.0% | +97.2% |
| All | +167.0% | -7.7% | +174.7% | +143.2% |
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