+19,691.7%
NTAP vs PNC
+2,214.9%
+17,476.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -0.8% | +1.4% | -2.2% | -1.4% |
| 30D | -0.5% | -3.8% | +3.3% | +1.2% |
| 3M | +4.1% | +9.0% | -4.9% | 0.0% |
| 6M | +88.0% | +16.6% | +71.3% | +74.8% |
| YTD | +75.6% | +20.4% | +55.1% | +60.6% |
| 1Y | +58.9% | +22.3% | +36.6% | +44.1% |
| 3Y | +153.6% | +124.5% | +29.0% | +73.3% |
| 5Y | +127.6% | +54.1% | +73.6% | +80.4% |
| 10Y | +580.4% | +276.3% | +304.1% | +253.6% |
| All | +19,691.7% | +2,214.9% | +17,476.8% | +1,953.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling