+147.5%
NTAP vs PCOR
-14.4%
+161.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | +1.3% |
| 7D | -0.8% | -9.0% | +8.2% | +1.8% |
| 30D | -0.5% | +4.2% | -4.7% | -2.1% |
| 3M | +4.1% | +14.4% | -10.3% | -0.7% |
| 6M | +88.0% | +0.2% | +87.8% | +84.2% |
| YTD | +75.6% | -20.3% | +95.8% | +83.8% |
| 1Y | +58.9% | -16.1% | +75.0% | +63.0% |
| All | +147.5% | -14.4% | +161.9% | +144.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling