+196.6%
PH vs NTAP
+105.7%
+90.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | +2.0% | -15.1% | +17.1% | +7.2% |
| 30D | -3.7% | -28.1% | +24.4% | +6.7% |
| 3M | -14.0% | -11.4% | -2.6% | -11.7% |
| 6M | +2.1% | +52.2% | -50.1% | -16.8% |
| YTD | +5.1% | +60.4% | -55.4% | -17.3% |
| 1Y | +10.9% | +51.0% | -40.1% | -10.4% |
| 3Y | +132.9% | +135.6% | -2.6% | +42.4% |
| All | +196.6% | +105.7% | +90.9% | +83.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling