+10,121.6%
PCAR vs NTAP
+21,390.5%
-11,269.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | +0.1% | -15.1% | +15.1% | +3.2% |
| 30D | -4.6% | -28.1% | +23.5% | +1.5% |
| 3M | -22.6% | -11.4% | -11.1% | -21.4% |
| 6M | -12.0% | +52.2% | -64.2% | -20.9% |
| YTD | -6.1% | +60.4% | -66.5% | -16.9% |
| 1Y | +6.3% | +51.0% | -44.7% | -4.7% |
| 3Y | +31.8% | +135.6% | -103.8% | +6.0% |
| 5Y | +104.2% | +107.5% | -3.4% | +67.1% |
| 10Y | +302.9% | +608.6% | -305.7% | +150.7% |
| All | +10,121.6% | +21,390.5% | -11,269.0% | +3,390.5% |
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