+49.6%
PFE vs NTAP
+608.6%
-559.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.1% | -4.6% | -1.2% |
| 7D | -4.7% | -5.0% | +0.3% | -4.0% |
| 30D | +3.4% | -25.8% | +29.1% | +7.9% |
| 3M | +9.2% | -6.9% | +16.1% | +9.5% |
| 6M | +15.8% | +50.0% | -34.2% | +5.4% |
| YTD | +23.4% | +66.9% | -43.5% | +9.6% |
| 1Y | +25.8% | +58.3% | -32.4% | +12.8% |
| 3Y | +17.8% | +145.1% | -127.3% | -6.6% |
| 5Y | -20.2% | +114.2% | -134.4% | -36.0% |
| 10Y | +49.6% | +576.6% | -527.0% | -4.8% |
| All | +49.6% | +608.6% | -559.0% | -4.8% |
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