+2,107.0%
NTAP vs PFG
+1,015.3%
+1,091.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.7% | +0.7% |
| 7D | -0.8% | +5.5% | -6.3% | -2.9% |
| 30D | -0.5% | +2.4% | -2.9% | -1.5% |
| 3M | +4.1% | +13.6% | -9.5% | -1.2% |
| 6M | +88.0% | +27.9% | +60.1% | +70.3% |
| YTD | +75.6% | +35.6% | +40.0% | +55.4% |
| 1Y | +58.9% | +48.5% | +10.4% | +35.6% |
| 3Y | +153.6% | +66.9% | +86.7% | +105.2% |
| 5Y | +127.6% | +111.0% | +16.7% | +66.8% |
| 10Y | +580.4% | +244.5% | +335.9% | +298.6% |
| All | +2,107.0% | +1,015.3% | +1,091.7% | +367.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling