+14.1%
PH vs NTAP
+66.4%
-52.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.3% | +0.5% |
| 7D | +6.9% | -2.4% | +9.3% | +7.0% |
| 30D | +1.7% | -23.4% | +25.1% | +3.4% |
| 3M | -8.1% | -7.5% | -0.6% | -7.9% |
| 6M | +11.5% | +56.4% | -44.9% | +8.4% |
| YTD | +11.4% | +73.6% | -62.3% | +7.1% |
| 1Y | +14.1% | +68.4% | -54.3% | +11.0% |
| All | +14.1% | +66.4% | -52.3% | +11.0% |
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