+114.2%
NTAP vs PCOR
-14.6%
+128.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.5% | +2.6% | +3.7% |
| 7D | -5.0% | +22.2% | -27.2% | -9.9% |
| 30D | -25.8% | +36.0% | -61.8% | -31.5% |
| 3M | -6.9% | +34.0% | -40.9% | -14.4% |
| 6M | +50.0% | +43.5% | +6.5% | +34.4% |
| YTD | +66.9% | +5.1% | +61.8% | +60.3% |
| 1Y | +58.3% | -3.9% | +62.2% | +55.7% |
| 3Y | +145.1% | +52.9% | +92.2% | +111.1% |
| 5Y | +114.2% | -18.7% | +132.9% | +90.5% |
| All | +114.2% | -14.6% | +128.8% | +90.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling