+253.8%
PH vs NTAP
+135.7%
+118.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.4% |
| 7D | +0.4% | +3.3% | -2.9% | -0.7% |
| 30D | -10.8% | -0.2% | -10.6% | -10.9% |
| 3M | +8.5% | +11.4% | -2.9% | +3.8% |
| 6M | +3.9% | +88.7% | -84.8% | -21.6% |
| YTD | +9.4% | +78.9% | -69.5% | -16.0% |
| 1Y | +26.8% | +58.8% | -32.0% | +2.4% |
| 3Y | +140.8% | +153.5% | -12.7% | +46.7% |
| 5Y | +253.8% | +136.7% | +117.1% | +113.1% |
| All | +253.8% | +135.7% | +118.1% | +113.1% |
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