+143.4%
NTAP vs PPG
-24.1%
+167.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.4% | +8.1% | +8.3% |
| 7D | +7.4% | -6.2% | +13.6% | +10.5% |
| 30D | -1.4% | -7.9% | +6.6% | +2.2% |
| 3M | +24.6% | -10.2% | +34.8% | +29.8% |
| 6M | +105.9% | +2.7% | +103.2% | +99.0% |
| YTD | +88.5% | +4.9% | +83.6% | +79.0% |
| 1Y | +62.1% | -3.2% | +65.3% | +60.1% |
| 3Y | +169.1% | -17.0% | +186.1% | +179.7% |
| All | +143.4% | -24.1% | +167.4% | +157.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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