+149.5%
NTAP vs PTC
+29.1%
+120.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | +7.2% | +0.5% | +6.7% | +7.1% |
| 30D | -18.4% | +1.2% | -19.6% | -18.6% |
| 3M | -11.3% | +27.4% | -38.7% | -16.9% |
| 6M | +53.8% | +39.2% | +14.6% | +39.0% |
| YTD | +72.0% | +12.5% | +59.5% | +70.8% |
| 1Y | +68.0% | +12.3% | +55.8% | +67.0% |
| 3Y | +149.5% | +28.8% | +120.7% | +106.6% |
| All | +149.5% | +29.1% | +120.4% | +106.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling