+48.8%
PFE vs NTAP
+583.1%
-534.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.6% |
| 7D | -1.7% | +7.2% | -8.9% | -2.8% |
| 30D | +0.3% | -18.4% | +18.7% | +3.2% |
| 3M | +9.4% | -11.3% | +20.7% | +10.6% |
| 6M | +14.9% | +53.8% | -38.9% | +4.1% |
| YTD | +23.8% | +72.0% | -48.2% | +9.3% |
| 1Y | +19.5% | +68.0% | -48.5% | +6.0% |
| 3Y | +21.0% | +149.5% | -128.4% | -4.4% |
| 5Y | -23.9% | +125.6% | -149.5% | -39.5% |
| All | +48.8% | +583.1% | -534.3% | -6.0% |
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 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