+153.5%
NTAP vs PSA
+24.4%
+129.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +3.3% | -0.4% | +3.7% | +3.3% |
| 30D | -0.2% | -8.2% | +8.0% | +1.2% |
| 3M | +11.4% | -2.1% | +13.5% | +11.5% |
| 6M | +88.7% | -0.2% | +88.9% | +87.5% |
| YTD | +78.9% | +18.5% | +60.4% | +71.0% |
| 1Y | +58.8% | +6.6% | +52.2% | +55.0% |
| 3Y | +153.5% | +24.5% | +129.1% | +131.5% |
| All | +153.5% | +24.4% | +129.2% | +131.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling