+58.9%
NTAP vs PTC
-33.3%
+92.2%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.0% | +6.2% | +1.5% |
| 7D | -0.8% | -10.3% | +9.5% | +1.6% |
| 30D | -0.5% | +1.1% | -1.7% | -1.2% |
| 3M | +4.1% | +1.6% | +2.5% | +4.4% |
| 6M | +88.0% | -13.5% | +101.4% | +103.5% |
| YTD | +75.6% | -19.1% | +94.6% | +95.3% |
| 1Y | +58.9% | -33.9% | +92.8% | +89.4% |
| All | +58.9% | -33.3% | +92.2% | +89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 1y: compounded portfolio wealth divided by compounded PTC 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…
1y analysis · Full analysis span regression · 6 months rolling