+272.5%
PM vs NTAP
+583.1%
-310.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +1.5% |
| 7D | +0.5% | +7.2% | -6.7% | -0.3% |
| 30D | -3.2% | -18.4% | +15.2% | -1.1% |
| 3M | +6.2% | -11.3% | +17.5% | +7.1% |
| 6M | +7.7% | +53.8% | -46.1% | 0.0% |
| YTD | +27.3% | +72.0% | -44.7% | +15.9% |
| 1Y | +32.8% | +68.0% | -35.3% | +21.2% |
| 3Y | +150.0% | +149.5% | +0.5% | +105.7% |
| 5Y | +164.2% | +125.6% | +38.7% | +118.6% |
| All | +272.5% | +583.1% | -310.6% | +135.4% |
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