+572.0%
NTAP vs PR
+66.0%
+505.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.3% |
| 7D | -15.1% | -16.4% | +1.4% | -13.5% |
| 30D | -28.1% | -1.9% | -26.2% | -28.0% |
| 3M | -11.4% | +8.0% | -19.4% | -12.2% |
| 6M | +52.2% | +4.1% | +48.1% | +51.2% |
| YTD | +60.4% | +58.7% | +1.7% | +52.8% |
| 1Y | +51.0% | +75.8% | -24.8% | +42.4% |
| 3Y | +135.6% | +73.2% | +62.4% | +121.1% |
| 5Y | +107.5% | +230.1% | -122.6% | +81.3% |
| All | +572.0% | +66.0% | +505.9% | +590.0% |
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