+782.8%
PH vs NTAP
+591.7%
+191.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.3% |
| 7D | -3.1% | -1.0% | -2.2% | -2.8% |
| 30D | -11.8% | -7.5% | -4.3% | -9.0% |
| 3M | +6.9% | +14.6% | -7.7% | +0.4% |
| 6M | -1.3% | +91.0% | -92.3% | -28.1% |
| YTD | +7.0% | +73.7% | -66.7% | -19.4% |
| 1Y | +23.1% | +51.2% | -28.1% | -1.5% |
| 3Y | +135.4% | +146.1% | -10.7% | +43.9% |
| 5Y | +250.3% | +122.8% | +127.5% | +120.1% |
| All | +782.8% | +591.7% | +191.1% | +239.2% |
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