+153.5%
NTAP vs PFGC
+63.1%
+90.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.3% |
| 7D | +3.3% | -2.4% | +5.7% | +3.8% |
| 30D | -0.2% | -15.8% | +15.6% | +3.8% |
| 3M | +11.4% | -0.6% | +12.0% | +11.1% |
| 6M | +88.7% | +10.7% | +78.0% | +82.2% |
| YTD | +78.9% | +7.6% | +71.3% | +72.1% |
| 1Y | +58.8% | -7.8% | +66.6% | +62.0% |
| 3Y | +153.5% | +63.7% | +89.8% | +106.6% |
| All | +153.5% | +63.1% | +90.5% | +106.6% |
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