+8.2%
PCG vs NTAP
+23,420.6%
-23,412.4%
-94.6%
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 | -13.9% | -0.8% | -13.1% | -13.8% |
| 30D | -16.9% | -0.5% | -16.3% | -16.8% |
| 3M | -14.7% | +4.1% | -18.8% | -15.2% |
| 6M | -23.8% | +88.0% | -111.8% | -28.0% |
| YTD | -10.5% | +75.6% | -86.1% | -15.0% |
| 1Y | -5.1% | +58.9% | -64.0% | -9.2% |
| 3Y | -11.6% | +153.6% | -165.2% | -19.3% |
| 5Y | +59.0% | +127.6% | -68.6% | +45.7% |
| 10Y | -75.7% | +580.4% | -656.1% | -79.4% |
| All | +8.2% | +23,420.6% | -23,412.4% | -15.5% |
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