+589.7%
NTAP vs PFG
+189.4%
+400.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.1% | +5.2% | +4.6% |
| 7D | -2.4% | -2.2% | -0.2% | -1.2% |
| 30D | -23.4% | +6.4% | -29.8% | -25.8% |
| 3M | -7.5% | +2.2% | -9.8% | -8.8% |
| 6M | +56.4% | +16.3% | +40.1% | +43.8% |
| YTD | +73.6% | +33.2% | +40.4% | +48.5% |
| 1Y | +68.4% | +40.6% | +27.8% | +40.1% |
| 3Y | +150.6% | +83.3% | +67.2% | +79.1% |
| 5Y | +122.5% | +97.7% | +24.7% | +49.9% |
| 10Y | +589.7% | +189.9% | +399.9% | +268.8% |
| All | +589.7% | +189.4% | +400.4% | +268.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling