+54.5%
PCG vs NTAP
+128.6%
-74.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | -13.9% | -0.8% | -13.1% | -13.8% |
| 30D | -16.9% | -0.5% | -16.3% | -16.8% |
| 3M | -14.7% | +4.1% | -18.8% | -15.3% |
| 6M | -23.8% | +88.0% | -111.8% | -30.8% |
| YTD | -10.5% | +75.6% | -86.1% | -18.0% |
| 1Y | -5.1% | +58.9% | -64.0% | -11.9% |
| 3Y | -11.6% | +153.6% | -165.2% | -28.0% |
| All | +54.5% | +128.6% | -74.2% | +26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling