+590.2%
NTAP vs PTC
+204.7%
+385.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.5% | +7.4% | +4.1% |
| 7D | +3.3% | -12.8% | +16.1% | +8.9% |
| 30D | -0.2% | -9.8% | +9.6% | +3.5% |
| 3M | +11.4% | -2.1% | +13.5% | +10.4% |
| 6M | +88.7% | -18.1% | +106.8% | +101.0% |
| YTD | +78.9% | -23.5% | +102.4% | +96.0% |
| 1Y | +58.8% | -37.4% | +96.2% | +89.2% |
| 3Y | +153.5% | -7.2% | +160.8% | +149.8% |
| 5Y | +136.7% | +2.7% | +134.1% | +117.5% |
| 10Y | +590.2% | +203.4% | +386.8% | +268.9% |
| All | +590.2% | +204.7% | +385.5% | +268.9% |
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