+95.5%
PSX vs NTAP
+65.9%
+29.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.1% |
| 7D | +7.8% | +7.2% | +0.6% | +6.8% |
| 30D | -10.9% | -18.4% | +7.5% | -9.1% |
| 3M | +14.5% | -11.3% | +25.8% | +15.1% |
| 6M | +56.1% | +53.8% | +2.4% | +42.6% |
| YTD | +109.6% | +72.0% | +37.6% | +83.8% |
| 1Y | +95.5% | +68.0% | +27.5% | +73.0% |
| All | +95.5% | +65.9% | +29.6% | +73.0% |
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