+1,112.1%
PSX vs NTAP
+519.5%
+592.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | +4.5% | -0.8% | +5.3% | +4.8% |
| 30D | +26.6% | -0.5% | +27.1% | +26.7% |
| 3M | +39.3% | +4.1% | +35.2% | +36.3% |
| 6M | +56.8% | +88.0% | -31.1% | +21.2% |
| YTD | +101.8% | +75.6% | +26.2% | +59.2% |
| 1Y | +99.6% | +58.9% | +40.7% | +62.8% |
| 3Y | +140.3% | +153.6% | -13.2% | +56.5% |
| 5Y | +339.3% | +127.6% | +211.7% | +192.0% |
| 10Y | +369.9% | +580.4% | -210.5% | +101.3% |
| All | +1,112.1% | +519.5% | +592.5% | +356.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling