+113.8%
NTAP vs PPL
+48.6%
+65.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -26.3% |
| 3M | -11.2% | +2.9% | -14.2% | -11.6% |
| 6M | +49.9% | +1.1% | +48.8% | +49.4% |
| YTD | +66.9% | +4.5% | +62.4% | +64.6% |
| 1Y | +58.8% | +0.1% | +58.7% | +58.0% |
| 3Y | +140.8% | +55.7% | +85.1% | +110.0% |
| All | +113.8% | +48.6% | +65.2% | +89.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling