+0.7%
PFE vs NTAP
+148.5%
-147.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.4% | -1.3% |
| 7D | +1.8% | -0.8% | +2.5% | +1.8% |
| 30D | +10.2% | -0.5% | +10.8% | +10.2% |
| 3M | +12.7% | +4.1% | +8.6% | +12.3% |
| 6M | +10.5% | +88.0% | -77.4% | +4.0% |
| YTD | +20.2% | +75.6% | -55.4% | +13.6% |
| 1Y | +24.1% | +58.9% | -34.9% | +18.1% |
| All | +0.7% | +148.5% | -147.8% | -10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling