+127.9%
NTAP vs PNR
-3.8%
+131.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.8% | -2.6% |
| 7D | +7.2% | +0.3% | +6.9% | +7.1% |
| 30D | -18.4% | +31.7% | -50.1% | -28.0% |
| 3M | -11.3% | +2.6% | -14.0% | -12.9% |
| 6M | +53.8% | -6.4% | +60.1% | +55.8% |
| YTD | +72.0% | -33.4% | +105.4% | +103.6% |
| 1Y | +68.0% | -35.1% | +103.1% | +101.3% |
| 3Y | +149.5% | +17.1% | +132.4% | +122.4% |
| All | +127.9% | -3.8% | +131.7% | +112.6% |
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 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