+589.7%
NTAP vs PR
+72.8%
+516.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.8% | +1.3% | +3.8% |
| 7D | -2.4% | -0.5% | -1.9% | -2.3% |
| 30D | -23.4% | -4.6% | -18.8% | -23.1% |
| 3M | -7.5% | +4.7% | -12.2% | -8.0% |
| 6M | +56.4% | +12.4% | +43.9% | +54.2% |
| YTD | +73.6% | +62.9% | +10.8% | +65.0% |
| 1Y | +68.4% | +70.6% | -2.2% | +59.2% |
| 3Y | +150.6% | +90.0% | +60.6% | +133.4% |
| 5Y | +122.5% | +255.5% | -133.1% | +93.2% |
| 10Y | +589.7% | +78.7% | +511.0% | +614.2% |
| All | +589.7% | +72.8% | +516.9% | +614.2% |
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