+145.1%
NTAP vs PCOR
+43.2%
+101.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.5% | +2.6% | +3.7% |
| 7D | -5.0% | +22.2% | -27.2% | -10.4% |
| 30D | -25.8% | +36.0% | -61.8% | -32.2% |
| 3M | -6.9% | +34.0% | -40.9% | -15.3% |
| 6M | +50.0% | +43.5% | +6.5% | +32.6% |
| YTD | +66.9% | +5.1% | +61.8% | +61.7% |
| 1Y | +58.3% | -3.9% | +62.2% | +58.3% |
| 3Y | +145.1% | +52.9% | +92.2% | +87.9% |
| All | +145.1% | +43.2% | +101.9% | +87.9% |
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