+134.1%
PSX vs NTAP
+153.4%
-19.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.2% |
| 7D | +2.8% | +3.3% | -0.4% | +2.1% |
| 30D | +27.8% | -0.2% | +28.0% | +27.7% |
| 3M | +42.0% | +11.4% | +30.6% | +38.2% |
| 6M | +58.1% | +88.7% | -30.6% | +32.7% |
| YTD | +105.0% | +78.9% | +26.1% | +73.9% |
| 1Y | +104.9% | +58.8% | +46.1% | +79.3% |
| 3Y | +134.1% | +153.5% | -19.5% | +66.8% |
| All | +134.1% | +153.4% | -19.4% | +66.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling