+124.8%
NTAP vs PHM
+152.6%
-27.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.0% |
| 7D | +2.2% | -3.9% | +6.1% | +3.4% |
| 30D | -7.0% | -8.6% | +1.5% | -4.7% |
| 3M | +12.3% | -2.9% | +15.2% | +12.4% |
| 6M | +85.1% | -5.7% | +90.8% | +86.2% |
| YTD | +74.8% | +1.9% | +72.9% | +71.1% |
| 1Y | +52.7% | -12.3% | +65.0% | +56.4% |
| 3Y | +147.7% | +50.8% | +96.9% | +103.2% |
| 5Y | +124.8% | +157.3% | -32.5% | +46.8% |
| All | +124.8% | +152.6% | -27.8% | +46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling