+14.3%
PFE vs NTAP
+135.3%
-121.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -3.7% | -15.1% | +11.4% | -3.1% |
| 30D | +5.0% | -28.1% | +33.0% | +6.2% |
| 3M | +12.2% | -11.4% | +23.6% | +12.2% |
| 6M | +14.6% | +52.2% | -37.6% | +9.3% |
| YTD | +24.1% | +60.4% | -36.3% | +17.5% |
| 1Y | +26.6% | +51.0% | -24.4% | +20.3% |
| 3Y | +14.3% | +135.6% | -121.2% | +1.1% |
| All | +14.3% | +135.3% | -121.0% | +1.1% |
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