+147.0%
NTAP vs PCOR
-10.0%
+157.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | 0.0% | -9.7% | -9.7% |
| 7D | -22.5% | +23.7% | -46.1% | -26.5% |
| 30D | -25.7% | +39.0% | -64.7% | -31.6% |
| 3M | -9.0% | +35.8% | -44.8% | -16.4% |
| 6M | +49.2% | +38.2% | +10.9% | +35.6% |
| YTD | +60.6% | +3.9% | +56.7% | +54.8% |
| 1Y | +48.7% | +5.7% | +43.0% | +42.4% |
| 3Y | +135.6% | +44.8% | +90.8% | +107.1% |
| 5Y | +107.8% | -19.8% | +127.5% | +86.1% |
| All | +147.0% | -10.0% | +157.0% | +126.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling