+287.7%
PSX vs NTAP
+114.4%
+173.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -7.8% | -7.8% | -0.1% | -5.9% |
| 30D | -9.9% | -25.8% | +15.9% | -3.3% |
| 3M | +16.9% | -11.2% | +28.2% | +19.1% |
| 6M | +48.0% | +49.9% | -2.0% | +27.6% |
| YTD | +98.3% | +66.9% | +31.5% | +64.3% |
| 1Y | +86.2% | +58.8% | +27.3% | +56.5% |
| 3Y | +144.0% | +140.8% | +3.2% | +67.1% |
| 5Y | +287.7% | +115.0% | +172.7% | +169.4% |
| All | +287.7% | +114.4% | +173.3% | +169.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling