+12,398.8%
PCAR vs NTAP
+23,420.6%
-11,021.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | -0.5% | -0.8% | +0.3% | -0.4% |
| 30D | -6.2% | -0.5% | -5.7% | -6.2% |
| 3M | +5.9% | +4.1% | +1.8% | +4.7% |
| 6M | +0.4% | +88.0% | -87.6% | -13.1% |
| YTD | +14.8% | +75.6% | -60.7% | +0.6% |
| 1Y | +30.1% | +58.9% | -28.8% | +16.3% |
| 3Y | +66.7% | +153.6% | -86.9% | +33.1% |
| 5Y | +166.1% | +127.6% | +38.5% | +115.5% |
| 10Y | +353.7% | +580.4% | -226.7% | +186.2% |
| All | +12,398.8% | +23,420.6% | -11,021.8% | +4,125.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling