+68.1%
NTAP vs PNC
+32.8%
+35.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.4% | -2.0% |
| 7D | -16.1% | +2.3% | -18.4% | -16.5% |
| 30D | -15.9% | +7.0% | -22.9% | -17.2% |
| 3M | -1.2% | -7.3% | +6.1% | +0.8% |
| 6M | +70.1% | +8.9% | +61.1% | +67.7% |
| YTD | +77.9% | +15.5% | +62.4% | +72.1% |
| 1Y | +68.1% | +31.8% | +36.3% | +50.3% |
| All | +68.1% | +32.8% | +35.4% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 1y: compounded portfolio wealth divided by compounded PNC 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…
1y analysis · Full analysis span regression · 6 months rolling