+250.9%
PM vs NTAP
+575.4%
-324.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -6.6% | -7.8% | +1.1% | -5.8% |
| 30D | -3.4% | -25.8% | +22.3% | -0.3% |
| 3M | +5.3% | -11.2% | +16.6% | +6.2% |
| 6M | +15.5% | +49.9% | -34.4% | +7.7% |
| YTD | +24.3% | +66.9% | -42.6% | +13.6% |
| 1Y | +29.7% | +58.8% | -29.1% | +19.3% |
| 3Y | +144.9% | +140.8% | +4.1% | +102.7% |
| 5Y | +159.0% | +115.0% | +44.0% | +116.1% |
| 10Y | +250.9% | +570.8% | -319.9% | +126.5% |
| All | +250.9% | +575.4% | -324.5% | +126.5% |
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