+142.1%
NTAP vs PFGC
+82.3%
+59.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | +0.1% |
| 7D | -7.8% | +15.0% | -22.8% | -10.1% |
| 30D | -25.8% | +17.0% | -42.8% | -28.2% |
| 3M | -11.2% | -2.5% | -8.8% | -10.5% |
| 6M | +49.9% | +19.2% | +30.7% | +43.5% |
| YTD | +66.9% | +23.4% | +43.4% | +55.9% |
| 1Y | +58.8% | +13.9% | +45.0% | +53.2% |
| All | +142.1% | +82.3% | +59.8% | +97.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling