+19,472.4%
NTAP vs PSA
+6,119.2%
+13,353.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.1% | +4.1% | +4.1% |
| 7D | -2.4% | -2.1% | -0.4% | -1.6% |
| 30D | -23.4% | +16.2% | -39.7% | -28.0% |
| 3M | -7.5% | +4.3% | -11.9% | -9.4% |
| 6M | +56.4% | +9.9% | +46.5% | +49.2% |
| YTD | +73.6% | +33.3% | +40.4% | +53.1% |
| 1Y | +68.4% | +25.8% | +42.6% | +51.8% |
| 3Y | +150.6% | +54.8% | +95.8% | +103.4% |
| 5Y | +122.5% | +27.5% | +94.9% | +92.0% |
| 10Y | +589.7% | +134.5% | +455.2% | +344.3% |
| All | +19,472.4% | +6,119.2% | +13,353.1% | +3,244.8% |
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