+113.8%
NTAP vs PFGC
+129.3%
-15.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | +0.1% |
| 7D | -7.8% | +15.0% | -22.8% | -11.7% |
| 30D | -25.8% | +17.0% | -42.8% | -29.5% |
| 3M | -11.2% | -2.5% | -8.8% | -11.0% |
| 6M | +49.9% | +19.2% | +30.7% | +40.6% |
| YTD | +66.9% | +23.4% | +43.4% | +52.5% |
| 1Y | +58.8% | +13.9% | +45.0% | +49.6% |
| 3Y | +140.8% | +82.0% | +58.8% | +87.5% |
| All | +113.8% | +129.3% | -15.5% | +45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling