+153.5%
NTAP vs PHM
+52.3%
+101.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.5% | +5.4% | +2.8% |
| 7D | +3.3% | -2.5% | +5.7% | +3.8% |
| 30D | -0.2% | -9.7% | +9.4% | +2.1% |
| 3M | +11.4% | +2.2% | +9.2% | +9.8% |
| 6M | +88.7% | -5.7% | +94.4% | +89.6% |
| YTD | +78.9% | +2.8% | +76.1% | +75.2% |
| 1Y | +58.8% | -14.4% | +73.2% | +63.1% |
| 3Y | +153.5% | +52.2% | +101.3% | +112.6% |
| All | +153.5% | +52.3% | +101.3% | +112.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling