+142.5%
PH vs NTAP
+148.5%
-5.9%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -3.1% | -0.8% | -2.3% | -2.9% |
| 30D | -3.2% | -0.5% | -2.7% | -3.2% |
| 3M | +10.6% | +4.1% | +6.5% | +9.0% |
| 6M | -2.1% | +88.0% | -90.1% | -21.4% |
| YTD | +10.2% | +75.6% | -65.4% | -9.6% |
| 1Y | +28.2% | +58.9% | -30.7% | +9.1% |
| All | +142.5% | +148.5% | -5.9% | +74.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling