+771.1%
NTAP vs PR
+147.8%
+623.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -4.9% | -4.9% | -9.3% |
| 7D | -22.5% | -16.5% | -5.9% | -21.1% |
| 30D | -25.7% | -4.5% | -21.2% | -25.4% |
| 3M | -9.0% | +8.5% | -17.6% | -9.8% |
| 6M | +49.2% | -3.3% | +52.5% | +49.3% |
| YTD | +60.6% | +55.7% | +4.9% | +53.3% |
| 1Y | +48.7% | +82.0% | -33.4% | +39.7% |
| 3Y | +135.6% | +62.5% | +73.1% | +122.4% |
| 5Y | +107.8% | +223.9% | -116.2% | +81.9% |
| 10Y | +609.4% | +64.2% | +545.2% | +599.2% |
| All | +771.1% | +147.8% | +623.3% | +725.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling