+116.1%
PG vs NTAP
+650.8%
-534.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.5% | -6.9% | +0.8% |
| 7D | -0.8% | +7.4% | -8.2% | -1.5% |
| 30D | +0.8% | -1.4% | +2.2% | +0.9% |
| 3M | -1.3% | +24.6% | -25.9% | -3.7% |
| 6M | -3.8% | +105.9% | -109.7% | -11.9% |
| YTD | +3.6% | +88.5% | -84.9% | -4.3% |
| 1Y | -5.7% | +62.1% | -67.8% | -11.5% |
| 3Y | +1.6% | +169.1% | -167.5% | -13.4% |
| 5Y | +14.6% | +141.9% | -127.3% | -1.9% |
| All | +116.1% | +650.8% | -534.6% | +45.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling