-16.0%
PCG vs NTAP
+66.6%
-82.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.5% | +0.9% |
| 7D | +1.9% | -16.1% | +18.0% | +2.5% |
| 30D | +8.5% | -15.9% | +24.4% | +9.2% |
| 3M | -22.9% | -1.2% | -21.7% | -22.7% |
| 6M | -16.8% | +70.1% | -86.8% | -17.7% |
| YTD | -15.8% | +77.9% | -93.7% | -17.9% |
| 1Y | -16.0% | +68.1% | -84.1% | -19.6% |
| All | -16.0% | +66.6% | -82.6% | -19.6% |
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