+577.1%
NTAP vs PR
+109.1%
+468.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.3% |
| 7D | -0.8% | +2.9% | -3.7% | -1.0% |
| 30D | -0.5% | +18.0% | -18.6% | -2.2% |
| 3M | +4.1% | +16.9% | -12.8% | +2.4% |
| 6M | +88.0% | +28.2% | +59.7% | +83.0% |
| YTD | +75.6% | +69.3% | +6.2% | +66.4% |
| 1Y | +58.9% | +69.5% | -10.6% | +50.3% |
| 3Y | +153.6% | +81.7% | +71.9% | +136.9% |
| 5Y | +127.6% | +422.2% | -294.6% | +92.4% |
| All | +577.1% | +109.1% | +468.0% | +580.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling