+122.8%
NTAP vs PNR
-21.1%
+143.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | 0.0% |
| 7D | -1.0% | -5.5% | +4.5% | +1.5% |
| 30D | -7.5% | -15.6% | +8.1% | -0.5% |
| 3M | +14.6% | -20.2% | +34.8% | +25.6% |
| 6M | +91.0% | -36.6% | +127.6% | +131.0% |
| YTD | +73.7% | -45.0% | +118.7% | +124.9% |
| 1Y | +51.2% | -47.4% | +98.7% | +100.3% |
| 3Y | +146.1% | -13.7% | +159.8% | +153.0% |
| 5Y | +122.8% | -20.8% | +143.6% | +131.0% |
| All | +122.8% | -21.1% | +143.9% | +131.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling