+570.8%
NTAP vs PPL
+65.3%
+505.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -7.8% | 0.0% | -7.8% | -7.8% |
| 30D | -25.8% | +4.3% | -30.1% | -27.0% |
| 3M | -11.2% | +2.9% | -14.2% | -12.3% |
| 6M | +49.9% | +1.1% | +48.8% | +48.5% |
| YTD | +66.9% | +4.5% | +62.4% | +62.4% |
| 1Y | +58.8% | +0.1% | +58.7% | +56.9% |
| 3Y | +140.8% | +55.7% | +85.1% | +94.9% |
| 5Y | +115.0% | +47.6% | +67.4% | +75.9% |
| 10Y | +570.8% | +66.8% | +504.0% | +395.8% |
| All | +570.8% | +65.3% | +505.5% | +395.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 10y: compounded portfolio wealth divided by compounded PPL 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…
10y analysis · Full analysis span regression · 6 months rolling