+68.1%
NTAP vs PSA
+28.0%
+40.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.4% | -1.5% |
| 7D | -16.1% | +10.5% | -26.6% | -16.1% |
| 30D | -15.9% | +21.7% | -37.6% | -16.6% |
| 3M | -1.2% | +6.1% | -7.3% | -1.0% |
| 6M | +70.1% | +18.3% | +51.7% | +66.7% |
| YTD | +77.9% | +36.1% | +41.9% | +66.9% |
| 1Y | +68.1% | +29.3% | +38.8% | +59.6% |
| All | +68.1% | +28.0% | +40.1% | +59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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