+386.6%
PSX vs NTAP
+581.2%
-194.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +3.0% | +1.5% |
| 7D | +1.8% | +2.2% | -0.4% | +1.0% |
| 30D | +21.6% | -7.0% | +28.7% | +24.8% |
| 3M | +46.5% | +12.3% | +34.2% | +39.2% |
| 6M | +62.0% | +85.1% | -23.1% | +23.5% |
| YTD | +106.3% | +74.8% | +31.6% | +60.1% |
| 1Y | +103.0% | +52.7% | +50.3% | +65.7% |
| 3Y | +135.5% | +147.7% | -12.1% | +48.2% |
| 5Y | +368.5% | +124.8% | +243.7% | +200.2% |
| 10Y | +386.6% | +589.7% | -203.1% | +94.4% |
| All | +386.6% | +581.2% | -194.6% | +94.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling