+568.7%
NTAP vs PHM
+557.7%
+11.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | 0.0% |
| 7D | -1.0% | -6.4% | +5.4% | +1.0% |
| 30D | -7.5% | -12.1% | +4.6% | -3.9% |
| 3M | +14.6% | -1.5% | +16.2% | +14.3% |
| 6M | +91.0% | -6.0% | +97.0% | +92.3% |
| YTD | +73.7% | -0.3% | +74.0% | +71.3% |
| 1Y | +51.2% | -13.3% | +64.6% | +55.6% |
| 3Y | +146.1% | +47.6% | +98.6% | +106.5% |
| 5Y | +122.8% | +154.7% | -31.9% | +50.7% |
| All | +568.7% | +557.7% | +11.0% | +221.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling