+103.0%
PSX vs NTAP
+54.6%
+48.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +3.0% | +0.9% |
| 7D | +1.8% | +2.2% | -0.4% | +1.5% |
| 30D | +21.6% | -7.0% | +28.7% | +22.8% |
| 3M | +46.5% | +12.3% | +34.2% | +44.1% |
| 6M | +62.0% | +85.1% | -23.1% | +44.5% |
| YTD | +106.3% | +74.8% | +31.6% | +84.6% |
| 1Y | +103.0% | +52.7% | +50.3% | +83.9% |
| All | +103.0% | +54.6% | +48.4% | +83.9% |
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