+589.7%
NTAP vs PFG
+239.8%
+350.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -1.9% |
| 7D | +2.2% | +3.2% | -1.0% | +0.4% |
| 30D | -7.0% | +0.9% | -8.0% | -7.6% |
| 3M | +12.3% | +7.7% | +4.6% | +7.8% |
| 6M | +85.1% | +29.0% | +56.2% | +61.5% |
| YTD | +74.8% | +32.5% | +42.3% | +50.1% |
| 1Y | +52.7% | +47.3% | +5.4% | +23.9% |
| 3Y | +147.7% | +68.2% | +79.4% | +84.7% |
| 5Y | +124.8% | +108.5% | +16.3% | +47.3% |
| 10Y | +589.7% | +241.4% | +348.3% | +211.9% |
| All | +589.7% | +239.8% | +350.0% | +211.9% |
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