+589.7%
NTAP vs PFGC
+287.3%
+302.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.1% |
| 7D | +2.2% | -3.7% | +5.9% | +3.0% |
| 30D | -7.0% | -16.0% | +8.9% | -3.8% |
| 3M | +12.3% | -4.1% | +16.4% | +13.1% |
| 6M | +85.1% | +8.7% | +76.4% | +81.0% |
| YTD | +74.8% | +6.4% | +68.4% | +70.8% |
| 1Y | +52.7% | -8.4% | +61.0% | +53.9% |
| 3Y | +147.7% | +61.8% | +85.9% | +120.4% |
| 5Y | +124.8% | +108.7% | +16.1% | +87.8% |
| 10Y | +589.7% | +298.1% | +291.6% | +461.0% |
| All | +589.7% | +287.3% | +302.4% | +461.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling