+20,069.3%
NTAP vs PPG
+981.3%
+19,087.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.4% | +3.3% |
| 7D | +3.3% | 0.0% | +3.2% | +3.2% |
| 30D | -0.2% | -7.8% | +7.6% | +4.2% |
| 3M | +11.4% | -2.2% | +13.6% | +11.5% |
| 6M | +88.7% | +4.1% | +84.5% | +80.0% |
| YTD | +78.9% | +9.1% | +69.8% | +65.2% |
| 1Y | +58.8% | +1.0% | +57.9% | +52.9% |
| 3Y | +153.5% | -13.3% | +166.8% | +161.6% |
| 5Y | +136.7% | -19.2% | +155.9% | +147.4% |
| 10Y | +590.2% | +25.9% | +564.3% | +426.6% |
| All | +20,069.3% | +981.3% | +19,087.9% | +3,819.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling