+96.9%
PSX vs NTAP
+66.6%
+30.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -2.9% | -4.4% |
| 7D | -5.2% | -16.1% | +10.9% | -3.6% |
| 30D | -3.7% | -15.9% | +12.2% | -2.4% |
| 3M | +26.8% | -1.2% | +28.0% | +25.7% |
| 6M | +47.3% | +70.1% | -22.8% | +32.8% |
| YTD | +105.4% | +77.9% | +27.5% | +80.9% |
| 1Y | +96.9% | +68.1% | +28.8% | +76.1% |
| All | +96.9% | +66.6% | +30.3% | +76.1% |
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 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