+17,983.5%
NTAP vs PTC
+389.6%
+17,593.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.2% |
| 7D | -15.1% | -0.2% | -14.8% | -15.0% |
| 30D | -28.1% | +0.8% | -28.8% | -28.3% |
| 3M | -11.4% | +32.1% | -43.5% | -23.1% |
| 6M | +52.2% | +42.6% | +9.6% | +26.5% |
| YTD | +60.4% | +12.0% | +48.4% | +46.1% |
| 1Y | +51.0% | +12.2% | +38.8% | +37.4% |
| 3Y | +135.6% | +31.2% | +104.3% | +98.6% |
| 5Y | +107.5% | +54.9% | +52.6% | +60.3% |
| 10Y | +608.6% | +343.1% | +265.5% | +241.3% |
| All | +17,983.5% | +389.6% | +17,593.9% | +3,924.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling