+135.6%
NTAP vs PPL
+56.0%
+79.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | -0.2% |
| 7D | -15.1% | +0.4% | -15.5% | -15.0% |
| 30D | -28.1% | +5.4% | -33.5% | -27.6% |
| 3M | -11.4% | +4.3% | -15.7% | -11.0% |
| 6M | +52.2% | -1.3% | +53.6% | +52.3% |
| YTD | +60.4% | +4.7% | +55.7% | +60.9% |
| 1Y | +51.0% | +1.3% | +49.7% | +51.4% |
| 3Y | +135.6% | +57.2% | +78.3% | +162.5% |
| All | +135.6% | +56.0% | +79.5% | +162.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling