-1.4%
PCG vs NTAP
+21,390.6%
-21,392.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -1.6% | -15.1% | +13.5% | -0.4% |
| 30D | +1.4% | -28.1% | +29.5% | +4.0% |
| 3M | -23.4% | -11.4% | -11.9% | -22.8% |
| 6M | -19.4% | +52.2% | -71.6% | -22.6% |
| YTD | -18.5% | +60.4% | -78.9% | -22.2% |
| 1Y | -19.5% | +51.0% | -70.5% | -22.9% |
| 3Y | -21.0% | +135.6% | -156.5% | -27.6% |
| 5Y | +13.7% | +107.5% | -93.8% | +4.8% |
| 10Y | -77.2% | +608.6% | -685.8% | -80.7% |
| All | -1.4% | +21,390.6% | -21,392.0% | -22.6% |
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 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