-20.0%
PCG vs NTAP
+154.9%
-174.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.1% |
| 7D | -2.0% | +9.9% | -11.8% | -2.5% |
| 30D | -2.7% | -22.1% | +19.4% | -1.4% |
| 3M | -25.1% | -7.7% | -17.4% | -24.8% |
| 6M | -22.3% | +60.9% | -83.2% | -24.7% |
| YTD | -18.5% | +76.4% | -94.9% | -21.7% |
| 1Y | -21.8% | +69.3% | -91.2% | -24.8% |
| All | -20.0% | +154.9% | -174.9% | -23.0% |
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