+136.7%
NTAP vs PFG
+110.7%
+26.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.6% |
| 7D | +3.3% | +6.0% | -2.7% | +0.1% |
| 30D | -0.2% | +2.2% | -2.4% | -1.4% |
| 3M | +11.4% | +10.4% | +1.0% | +5.5% |
| 6M | +88.7% | +27.8% | +60.9% | +65.1% |
| YTD | +78.9% | +33.6% | +45.3% | +52.6% |
| 1Y | +58.8% | +49.3% | +9.5% | +27.5% |
| 3Y | +153.5% | +69.7% | +83.8% | +86.5% |
| 5Y | +136.7% | +111.3% | +25.4% | +53.5% |
| All | +136.7% | +110.7% | +26.0% | +53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling