+35.8%
PCAR vs NTAP
+148.4%
-112.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.7% |
| 7D | +4.9% | +7.2% | -2.3% | +3.7% |
| 30D | -1.4% | -18.4% | +17.0% | +1.7% |
| 3M | -18.1% | -11.3% | -6.8% | -17.2% |
| 6M | -4.0% | +53.8% | -57.8% | -14.8% |
| YTD | -1.5% | +72.0% | -73.4% | -15.5% |
| 1Y | +13.2% | +68.0% | -54.8% | -2.4% |
| 3Y | +35.8% | +149.5% | -113.7% | +8.7% |
| All | +35.8% | +148.4% | -112.6% | +8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling