+12.2%
PCAR vs NTAP
+66.6%
-54.4%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.7% | +4.2% |
| 7D | +3.7% | -16.1% | +19.7% | +4.9% |
| 30D | -2.9% | -15.9% | +13.0% | -1.9% |
| 3M | -21.7% | -1.2% | -20.5% | -22.3% |
| 6M | -6.6% | +70.1% | -76.7% | -15.0% |
| YTD | -2.2% | +77.9% | -80.2% | -11.5% |
| 1Y | +12.2% | +68.1% | -55.9% | +5.4% |
| All | +12.2% | +66.6% | -54.4% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 1y: compounded portfolio wealth divided by compounded NTAP 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…
1y analysis · Full analysis span regression · 6 months rolling