+124.8%
NTAP vs PSA
+10.8%
+113.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -1.7% |
| 7D | +2.2% | -2.2% | +4.4% | +2.8% |
| 30D | -7.0% | -9.6% | +2.5% | -4.6% |
| 3M | +12.3% | -7.9% | +20.2% | +14.5% |
| 6M | +85.1% | -2.0% | +87.1% | +84.6% |
| YTD | +74.8% | +15.7% | +59.0% | +65.8% |
| 1Y | +52.7% | +5.8% | +46.9% | +48.4% |
| 3Y | +147.7% | +21.6% | +126.1% | +124.6% |
| 5Y | +124.8% | +13.1% | +111.7% | +113.8% |
| All | +124.8% | +10.8% | +113.9% | +113.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling