+68.1%
NTAP vs PFGC
+12.5%
+55.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +13.5% | -15.2% | -0.2% |
| 7D | -16.1% | +13.9% | -29.9% | -15.0% |
| 30D | -15.9% | +18.4% | -34.3% | -14.7% |
| 3M | -1.2% | -2.5% | +1.3% | -0.7% |
| 6M | +70.1% | +26.0% | +44.0% | +74.3% |
| YTD | +77.9% | +21.9% | +56.1% | +78.5% |
| 1Y | +68.1% | +13.4% | +54.8% | +71.5% |
| All | +68.1% | +12.5% | +55.7% | +71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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