+1,319.4%
PG vs NTAP
+23,312.9%
-21,993.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.9% |
| 7D | -3.4% | +2.2% | -5.6% | -3.5% |
| 30D | -2.6% | -7.0% | +4.4% | -2.3% |
| 3M | -3.3% | +12.3% | -15.6% | -4.0% |
| 6M | -6.7% | +85.1% | -91.8% | -9.8% |
| YTD | +1.7% | +74.8% | -73.0% | -1.5% |
| 1Y | -7.9% | +52.7% | -60.6% | -10.3% |
| 3Y | +0.9% | +147.7% | -146.7% | -4.7% |
| 5Y | +12.6% | +124.8% | -112.1% | +6.5% |
| 10Y | +117.2% | +589.7% | -472.5% | +92.4% |
| All | +1,319.4% | +23,312.9% | -21,993.5% | +904.8% |
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