+105.6%
NTAP vs PCOR
-19.6%
+125.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | 0.0% |
| 7D | -15.1% | +22.7% | -37.8% | -19.6% |
| 30D | -28.1% | +37.5% | -65.5% | -33.9% |
| 3M | -11.4% | +35.2% | -46.6% | -18.9% |
| 6M | +52.2% | +42.2% | +10.0% | +36.6% |
| YTD | +60.4% | +3.6% | +56.9% | +54.6% |
| 1Y | +51.0% | -4.8% | +55.8% | +48.8% |
| 3Y | +135.6% | +48.3% | +87.2% | +104.0% |
| All | +105.6% | -19.6% | +125.3% | +83.6% |
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 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