+576.6%
NTAP vs PTC
+326.2%
+250.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.4% | +3.7% | +3.9% |
| 7D | -5.0% | +0.8% | -5.8% | -5.2% |
| 30D | -25.8% | +0.7% | -26.5% | -25.9% |
| 3M | -6.9% | +32.6% | -39.5% | -18.6% |
| 6M | +50.0% | +33.6% | +16.4% | +29.2% |
| YTD | +66.9% | +12.4% | +54.5% | +54.2% |
| 1Y | +58.3% | +11.2% | +47.0% | +46.8% |
| 3Y | +145.1% | +31.7% | +113.5% | +106.9% |
| 5Y | +114.2% | +60.1% | +54.1% | +62.3% |
| 10Y | +576.6% | +317.2% | +259.4% | +212.2% |
| All | +576.6% | +326.2% | +250.4% | +212.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling