+68.1%
NTAP vs PHM
+16.2%
+51.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.2% | -8.8% | -1.9% |
| 7D | -16.1% | +13.6% | -29.7% | -16.9% |
| 30D | -15.9% | +19.3% | -35.2% | -17.2% |
| 3M | -1.2% | +3.5% | -4.7% | -0.7% |
| 6M | +70.1% | +18.6% | +51.5% | +64.4% |
| YTD | +77.9% | +16.7% | +61.2% | +72.1% |
| 1Y | +68.1% | +14.6% | +53.5% | +62.9% |
| All | +68.1% | +16.2% | +51.9% | +62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 1y: compounded portfolio wealth divided by compounded PHM 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…
1y analysis · Full analysis span regression · 6 months rolling