+68.1%
NTAP vs PFG
+46.8%
+21.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.1% | -5.8% | -2.8% |
| 7D | -16.1% | +4.9% | -21.0% | -17.2% |
| 30D | -15.9% | +5.7% | -21.6% | -17.3% |
| 3M | -1.2% | +2.6% | -3.8% | -1.9% |
| 6M | +70.1% | +19.8% | +50.3% | +59.1% |
| YTD | +77.9% | +36.3% | +41.7% | +55.5% |
| 1Y | +68.1% | +47.9% | +20.2% | +43.4% |
| All | +68.1% | +46.8% | +21.3% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling