+792.1%
PFE vs NTAP
+21,390.6%
-20,598.4%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -3.7% | -15.1% | +11.4% | -2.3% |
| 30D | +5.0% | -28.1% | +33.0% | +8.0% |
| 3M | +12.2% | -11.4% | +23.6% | +13.0% |
| 6M | +14.6% | +52.2% | -37.6% | +8.9% |
| YTD | +24.1% | +60.4% | -36.3% | +17.2% |
| 1Y | +26.6% | +51.0% | -24.4% | +20.2% |
| 3Y | +14.3% | +135.6% | -121.2% | +2.8% |
| 5Y | -21.9% | +107.5% | -129.4% | -29.4% |
| 10Y | +62.6% | +608.6% | -546.0% | +29.0% |
| All | +792.1% | +21,390.6% | -20,598.4% | +320.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling