+20,069.3%
NTAP vs PNR
+1,104.2%
+18,965.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.6% | +4.5% | +3.2% |
| 7D | +3.3% | -3.0% | +6.3% | +4.7% |
| 30D | -0.2% | -14.9% | +14.7% | +7.4% |
| 3M | +11.4% | -19.0% | +30.4% | +21.8% |
| 6M | +88.7% | -35.9% | +124.6% | +128.4% |
| YTD | +78.9% | -43.1% | +122.1% | +128.9% |
| 1Y | +58.8% | -46.4% | +105.2% | +108.9% |
| 3Y | +153.5% | -10.8% | +164.4% | +156.6% |
| 5Y | +136.7% | -18.9% | +155.6% | +145.0% |
| 10Y | +590.2% | +64.4% | +525.8% | +391.2% |
| All | +20,069.3% | +1,104.2% | +18,965.0% | +6,084.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling