+19.3%
PH vs NTAP
+66.6%
-47.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.6% | -2.1% | -3.6% |
| 7D | -0.2% | -16.1% | +15.9% | +0.9% |
| 30D | -6.7% | -15.9% | +9.2% | -5.8% |
| 3M | -8.1% | -1.2% | -6.9% | -8.1% |
| 6M | +5.3% | +70.1% | -64.7% | +2.9% |
| YTD | +4.2% | +77.9% | -73.8% | +1.4% |
| 1Y | +19.3% | +68.1% | -48.8% | +17.9% |
| All | +19.3% | +66.6% | -47.3% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 1y: compounded portfolio wealth divided by compounded NTAP 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…
1y analysis · Full analysis span regression · 6 months rolling