+58.8%
NTAP vs PPL
+1.0%
+57.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -7.8% | 0.0% | -7.8% | -7.7% |
| 30D | -25.8% | +4.3% | -30.1% | -24.9% |
| 3M | -11.2% | +2.9% | -14.2% | -10.6% |
| 6M | +49.9% | +1.1% | +48.8% | +50.7% |
| YTD | +66.9% | +4.5% | +62.4% | +67.6% |
| 1Y | +58.8% | +0.1% | +58.7% | +62.4% |
| All | +58.8% | +1.0% | +57.9% | +62.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling