+32.9%
PFE vs NTAP
+583.2%
-550.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.2% | -2.6% |
| 7D | -2.7% | +3.3% | -5.9% | -3.2% |
| 30D | +3.8% | -0.2% | +4.1% | +3.7% |
| 3M | +10.4% | +11.4% | -1.0% | +7.8% |
| 6M | +6.3% | +88.7% | -82.4% | -6.9% |
| YTD | +17.4% | +78.9% | -61.6% | +3.6% |
| 1Y | +21.1% | +58.8% | -37.7% | +9.3% |
| 3Y | -1.6% | +153.5% | -155.1% | -21.9% |
| 5Y | -22.2% | +136.7% | -158.9% | -38.4% |
| 10Y | +32.9% | +590.2% | -557.3% | -20.9% |
| All | +32.9% | +583.2% | -550.3% | -20.9% |
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