+724.3%
NTAP vs PFGC
+419.1%
+305.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -0.8% | -2.2% | +1.4% | -0.3% |
| 30D | -0.5% | -11.9% | +11.4% | +2.0% |
| 3M | +4.1% | +5.0% | -0.9% | +2.7% |
| 6M | +88.0% | +8.6% | +79.4% | +83.8% |
| YTD | +75.6% | +9.7% | +65.9% | +70.4% |
| 1Y | +58.9% | -6.3% | +65.2% | +59.5% |
| 3Y | +153.6% | +58.2% | +95.4% | +126.3% |
| 5Y | +127.6% | +110.4% | +17.2% | +89.3% |
| 10Y | +580.4% | +272.8% | +307.6% | +438.3% |
| All | +724.3% | +419.1% | +305.2% | +498.0% |
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 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