-22.2%
PFE vs NTAP
+135.7%
-157.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.2% | -2.5% |
| 7D | -2.7% | +3.3% | -5.9% | -3.0% |
| 30D | +3.8% | -0.2% | +4.1% | +3.8% |
| 3M | +10.4% | +11.4% | -1.0% | +8.9% |
| 6M | +6.3% | +88.7% | -82.4% | -2.6% |
| YTD | +17.4% | +78.9% | -61.6% | +8.1% |
| 1Y | +21.1% | +58.8% | -37.7% | +13.2% |
| 3Y | -1.6% | +153.5% | -155.1% | -17.2% |
| 5Y | -22.2% | +136.7% | -158.9% | -36.7% |
| All | -22.2% | +135.7% | -157.8% | -36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling