+58.9%
NTAP vs PNR
-43.1%
+102.0%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -0.8% | -2.4% | +1.6% | -0.1% |
| 30D | -0.5% | -12.8% | +12.2% | +3.4% |
| 3M | +4.1% | -17.0% | +21.1% | +9.7% |
| 6M | +88.0% | -37.4% | +125.4% | +122.2% |
| YTD | +75.6% | -41.6% | +117.2% | +114.5% |
| 1Y | +58.9% | -44.6% | +103.5% | +101.6% |
| All | +58.9% | -43.1% | +102.0% | +101.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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