+169.1%
NTAP vs PSLV
+165.9%
+3.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.3% | +8.3% | +8.5% |
| 7D | +7.4% | -3.5% | +10.8% | +7.8% |
| 30D | -1.4% | -2.1% | +0.8% | -1.2% |
| 3M | +24.6% | -1.6% | +26.2% | +24.4% |
| 6M | +105.9% | -25.5% | +131.4% | +111.0% |
| YTD | +88.5% | -11.4% | +99.9% | +84.2% |
| 1Y | +62.1% | +48.6% | +13.5% | +42.7% |
| 3Y | +169.1% | +166.9% | +2.2% | +105.8% |
| All | +169.1% | +165.9% | +3.2% | +105.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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