+19,691.7%
NTAP vs PSA
+5,437.8%
+14,254.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.6% |
| 7D | -0.8% | -3.7% | +2.9% | +0.7% |
| 30D | -0.5% | -7.7% | +7.2% | +2.5% |
| 3M | +4.1% | -0.6% | +4.7% | +3.9% |
| 6M | +88.0% | -0.9% | +88.9% | +86.8% |
| YTD | +75.6% | +18.7% | +56.9% | +62.5% |
| 1Y | +58.9% | +7.6% | +51.3% | +52.4% |
| 3Y | +153.6% | +23.7% | +129.9% | +125.3% |
| 5Y | +127.6% | +13.7% | +114.0% | +105.7% |
| 10Y | +580.4% | +98.9% | +481.5% | +368.8% |
| All | +19,691.7% | +5,437.8% | +14,254.0% | +3,450.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling