+576.6%
NTAP vs PPL
+62.1%
+514.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.3% | +4.3% | +4.2% |
| 7D | -5.0% | -1.2% | -3.7% | -4.6% |
| 30D | -25.8% | +4.2% | -30.0% | -27.0% |
| 3M | -6.9% | +1.5% | -8.4% | -7.6% |
| 6M | +50.0% | +1.0% | +49.0% | +48.6% |
| YTD | +66.9% | +4.4% | +62.5% | +62.5% |
| 1Y | +58.3% | +0.8% | +57.5% | +55.9% |
| 3Y | +145.1% | +56.5% | +88.7% | +98.0% |
| 5Y | +114.2% | +47.7% | +66.5% | +75.2% |
| 10Y | +576.6% | +64.4% | +512.1% | +402.8% |
| All | +576.6% | +62.1% | +514.4% | +402.8% |
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