+715.1%
NTAP vs PFGC
+485.3%
+229.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.2% | +3.9% | +4.0% |
| 7D | -2.4% | +1.5% | -3.9% | -2.7% |
| 30D | -23.4% | +17.4% | -40.8% | -26.2% |
| 3M | -7.5% | -2.4% | -5.1% | -7.5% |
| 6M | +56.4% | +18.2% | +38.1% | +50.0% |
| YTD | +73.6% | +23.7% | +49.9% | +63.7% |
| 1Y | +68.4% | +15.0% | +53.4% | +61.3% |
| 3Y | +150.6% | +82.3% | +68.2% | +116.5% |
| 5Y | +122.5% | +131.9% | -9.5% | +80.8% |
| 10Y | +589.7% | +353.0% | +236.7% | +421.1% |
| All | +715.1% | +485.3% | +229.8% | +474.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling