+211.8%
PM vs NTAP
+581.2%
-369.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.9% | +0.8% |
| 7D | -1.2% | +2.2% | -3.4% | -1.5% |
| 30D | -0.2% | -7.0% | +6.9% | +0.7% |
| 3M | +4.9% | +12.3% | -7.4% | +3.0% |
| 6M | +9.0% | +85.1% | -76.1% | -1.0% |
| YTD | +17.8% | +74.8% | -57.0% | +7.6% |
| 1Y | +16.8% | +52.7% | -35.9% | +8.7% |
| 3Y | +125.4% | +147.7% | -22.2% | +87.1% |
| 5Y | +128.7% | +124.8% | +3.9% | +90.6% |
| 10Y | +211.8% | +589.7% | -377.9% | +97.9% |
| All | +211.8% | +581.2% | -369.3% | +97.9% |
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 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