+568.6%
NTAP vs PTC
+312.8%
+255.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.2% | +4.3% | +4.1% |
| 7D | -2.4% | +0.5% | -2.9% | -2.6% |
| 30D | -23.4% | +0.9% | -24.3% | -23.7% |
| 3M | -7.5% | +30.4% | -37.9% | -18.6% |
| 6M | +56.4% | +34.4% | +22.0% | +34.4% |
| YTD | +73.6% | +12.6% | +61.0% | +60.3% |
| 1Y | +68.4% | +10.2% | +58.2% | +56.9% |
| 3Y | +150.6% | +29.4% | +121.2% | +113.1% |
| 5Y | +122.5% | +63.7% | +58.7% | +66.9% |
| All | +568.6% | +312.8% | +255.8% | +212.9% |
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