+568.7%
NTAP vs PSA
+101.3%
+467.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -1.0% | -3.6% | +2.7% | +0.1% |
| 30D | -7.5% | -9.4% | +1.9% | -4.9% |
| 3M | +14.6% | -8.2% | +22.8% | +17.2% |
| 6M | +91.0% | -1.8% | +92.8% | +90.6% |
| YTD | +73.7% | +15.7% | +57.9% | +64.8% |
| 1Y | +51.2% | +6.3% | +44.9% | +46.9% |
| 3Y | +146.1% | +21.6% | +124.6% | +125.1% |
| 5Y | +122.8% | +13.5% | +109.4% | +106.5% |
| All | +568.7% | +101.3% | +467.4% | +403.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling