+21.5%
PFE vs NTAP
+67.5%
-46.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.1% | -3.7% | +0.3% |
| 7D | -3.0% | -2.4% | -0.5% | -2.9% |
| 30D | +5.2% | -23.4% | +28.6% | +5.4% |
| 3M | +12.2% | -7.5% | +19.8% | +11.9% |
| 6M | +17.8% | +56.4% | -38.6% | +10.5% |
| YTD | +26.2% | +73.6% | -47.4% | +14.6% |
| All | +21.5% | +67.5% | -46.0% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling