+19,691.8%
NTAP vs PHM
+3,886.4%
+15,805.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -0.8% | -3.2% | +2.4% | +0.3% |
| 30D | -0.5% | -6.4% | +5.9% | +1.3% |
| 3M | +4.1% | +5.5% | -1.4% | +1.5% |
| 6M | +88.0% | -5.4% | +93.4% | +89.1% |
| YTD | +75.6% | +6.6% | +69.0% | +69.6% |
| 1Y | +58.9% | -8.8% | +67.8% | +61.0% |
| 3Y | +153.6% | +54.1% | +99.5% | +110.2% |
| 5Y | +127.6% | +144.5% | -16.8% | +57.8% |
| 10Y | +580.4% | +569.4% | +11.0% | +214.0% |
| All | +19,691.8% | +3,886.4% | +15,805.4% | +2,741.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling