+136.7%
NTAP vs PFGC
+110.5%
+26.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.5% |
| 7D | +3.3% | -2.4% | +5.7% | +4.0% |
| 30D | -0.2% | -15.8% | +15.6% | +4.9% |
| 3M | +11.4% | -0.6% | +12.0% | +11.1% |
| 6M | +88.7% | +10.7% | +78.0% | +81.1% |
| YTD | +78.9% | +7.6% | +71.3% | +71.5% |
| 1Y | +58.8% | -7.8% | +66.6% | +60.8% |
| 3Y | +153.5% | +63.7% | +89.8% | +106.4% |
| 5Y | +136.7% | +112.3% | +24.5% | +73.2% |
| All | +136.7% | +110.5% | +26.2% | +73.2% |
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