+18,003.8%
NTAP vs PPL
+1,301.7%
+16,702.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | +0.8% | -10.5% | -10.0% |
| 7D | -22.5% | +1.0% | -23.5% | -22.8% |
| 30D | -25.7% | +6.8% | -32.5% | -27.6% |
| 3M | -9.0% | +3.9% | -12.9% | -10.5% |
| 6M | +49.2% | -2.0% | +51.2% | +49.3% |
| YTD | +60.6% | +5.3% | +55.3% | +55.9% |
| 1Y | +48.7% | +2.2% | +46.5% | +45.7% |
| 3Y | +135.6% | +56.7% | +78.8% | +92.9% |
| 5Y | +107.8% | +49.1% | +58.7% | +71.7% |
| 10Y | +609.4% | +63.6% | +545.8% | +448.2% |
| All | +18,003.8% | +1,301.7% | +16,702.2% | +8,625.6% |
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