+19,691.7%
NTAP vs PPL
+1,255.7%
+18,436.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.8% | +2.7% | -3.4% | -1.7% |
| 30D | -0.5% | +0.5% | -1.0% | -0.8% |
| 3M | +4.1% | +0.7% | +3.4% | +3.4% |
| 6M | +88.0% | -7.6% | +95.6% | +92.2% |
| YTD | +75.6% | +1.8% | +73.8% | +72.9% |
| 1Y | +58.9% | -0.8% | +59.7% | +57.6% |
| 3Y | +153.6% | +56.9% | +96.7% | +107.4% |
| 5Y | +127.6% | +39.5% | +88.1% | +93.2% |
| 10Y | +580.4% | +55.4% | +525.0% | +436.8% |
| All | +19,691.7% | +1,255.7% | +18,436.0% | +9,577.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling