+695.9%
PH vs NTAP
+583.1%
+112.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +1.0% |
| 7D | +4.3% | +7.2% | -2.9% | +1.5% |
| 30D | +0.1% | -18.4% | +18.5% | +7.7% |
| 3M | -9.4% | -11.3% | +1.9% | -6.3% |
| 6M | +8.8% | +53.8% | -45.0% | -13.5% |
| YTD | +9.6% | +72.0% | -62.3% | -18.3% |
| 1Y | +14.4% | +68.0% | -53.6% | -13.9% |
| 3Y | +134.5% | +149.5% | -15.0% | +40.0% |
| 5Y | +204.4% | +125.6% | +78.8% | +87.4% |
| All | +695.9% | +583.1% | +112.7% | +221.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling