+127.9%
NTAP vs PCOR
-11.9%
+139.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.7% |
| 7D | +7.2% | +3.0% | +4.2% | +6.5% |
| 30D | -18.4% | +38.7% | -57.1% | -25.1% |
| 3M | -11.3% | +24.9% | -36.2% | -16.9% |
| 6M | +53.8% | +68.8% | -15.0% | +32.2% |
| YTD | +72.0% | +6.7% | +65.3% | +64.6% |
| 1Y | +68.0% | +3.0% | +65.0% | +62.3% |
| 3Y | +149.5% | +48.6% | +100.9% | +116.0% |
| All | +127.9% | -11.9% | +139.8% | +100.9% |
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 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