+19,788.8%
NTAP vs PSA
+6,074.8%
+13,714.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.9% |
| 7D | +9.9% | -2.1% | +12.0% | +10.8% |
| 30D | -22.1% | +15.6% | -37.7% | -26.7% |
| 3M | -7.7% | +4.1% | -11.8% | -9.5% |
| 6M | +60.9% | +9.2% | +51.8% | +53.9% |
| YTD | +76.4% | +32.3% | +44.1% | +56.0% |
| 1Y | +69.3% | +26.2% | +43.2% | +52.5% |
| 3Y | +154.6% | +53.7% | +101.0% | +107.2% |
| 5Y | +131.4% | +26.6% | +104.9% | +100.3% |
| 10Y | +600.9% | +132.8% | +468.0% | +352.7% |
| All | +19,788.8% | +6,074.8% | +13,714.0% | +3,307.9% |
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