+156.7%
NTAP vs PCOR
-9.0%
+165.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.5% | +2.6% | +3.7% |
| 7D | -5.0% | +22.2% | -27.2% | -9.7% |
| 30D | -25.8% | +36.0% | -61.8% | -31.3% |
| 3M | -6.9% | +34.0% | -40.9% | -14.1% |
| 6M | +50.0% | +43.5% | +6.5% | +35.2% |
| YTD | +66.9% | +5.1% | +61.8% | +60.6% |
| 1Y | +58.3% | -3.9% | +62.2% | +55.7% |
| 3Y | +145.1% | +52.9% | +92.2% | +113.4% |
| 5Y | +114.2% | -18.7% | +132.9% | +91.4% |
| All | +156.7% | -9.0% | +165.7% | +134.6% |
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