+763.1%
PM vs NTAP
+1,112.7%
-349.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -4.9% | -0.8% | -4.1% | -4.8% |
| 30D | -3.4% | -0.5% | -2.8% | -3.4% |
| 3M | +5.2% | +4.1% | +1.1% | +4.0% |
| 6M | +3.7% | +88.0% | -84.2% | -7.8% |
| YTD | +15.8% | +75.6% | -59.8% | +3.9% |
| 1Y | +17.4% | +58.9% | -41.5% | +6.8% |
| 3Y | +116.9% | +153.6% | -36.6% | +76.1% |
| 5Y | +117.3% | +127.6% | -10.3% | +77.7% |
| 10Y | +193.8% | +580.4% | -386.6% | +82.9% |
| All | +763.1% | +1,112.7% | -349.6% | +298.3% |
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