+710.0%
PH vs NTAP
+597.8%
+112.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.3% | -0.8% |
| 7D | +6.9% | -2.4% | +9.3% | +7.7% |
| 30D | +1.7% | -23.4% | +25.1% | +12.1% |
| 3M | -8.1% | -7.5% | -0.6% | -6.6% |
| 6M | +11.5% | +56.4% | -44.9% | -11.9% |
| YTD | +11.4% | +73.6% | -62.3% | -17.2% |
| 1Y | +14.1% | +68.4% | -54.3% | -14.1% |
| 3Y | +138.2% | +150.6% | -12.3% | +42.2% |
| 5Y | +216.0% | +122.5% | +93.5% | +96.0% |
| 10Y | +710.0% | +589.7% | +120.2% | +228.6% |
| All | +710.0% | +597.8% | +112.2% | +228.6% |
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