-75.2%
PCG vs NTAP
+583.2%
-658.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.9% | +1.7% | +3.1% |
| 7D | +5.4% | +3.3% | +2.1% | +4.6% |
| 30D | -15.1% | -0.2% | -14.9% | -15.1% |
| 3M | -9.8% | +11.4% | -21.2% | -12.9% |
| 6M | -18.0% | +88.7% | -106.7% | -33.0% |
| YTD | -7.2% | +78.9% | -86.2% | -23.4% |
| 1Y | +2.9% | +58.8% | -56.0% | -12.2% |
| 3Y | -11.1% | +153.5% | -164.6% | -38.5% |
| 5Y | +61.8% | +136.7% | -74.9% | +11.9% |
| 10Y | -75.2% | +590.2% | -665.3% | -86.8% |
| All | -75.2% | +583.2% | -658.3% | -86.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling