+19,285.3%
NTAP vs PNR
+1,310.0%
+17,975.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -29.1% |
| 3M | -11.3% | +2.6% | -14.0% | -13.5% |
| 6M | +53.8% | -6.4% | +60.1% | +54.9% |
| YTD | +72.0% | -33.4% | +105.4% | +101.9% |
| 1Y | +68.0% | -35.1% | +103.1% | +99.5% |
| 3Y | +149.5% | +17.1% | +132.4% | +120.0% |
| 5Y | +125.6% | -3.5% | +129.1% | +113.0% |
| 10Y | +583.1% | +100.2% | +483.0% | +339.3% |
| All | +19,285.3% | +1,310.0% | +17,975.4% | +5,355.4% |
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