+1,149.3%
PSX vs NTAP
+522.6%
+626.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.1% |
| 7D | +6.4% | +9.9% | -3.4% | +3.0% |
| 30D | -10.2% | -22.1% | +12.0% | -2.8% |
| 3M | +17.2% | -7.7% | +24.9% | +18.7% |
| 6M | +51.8% | +60.9% | -9.2% | +23.0% |
| YTD | +108.0% | +76.4% | +31.6% | +61.6% |
| 1Y | +96.1% | +69.3% | +26.8% | +54.5% |
| 3Y | +155.9% | +154.6% | +1.2% | +64.2% |
| 5Y | +306.9% | +131.4% | +175.5% | +165.5% |
| 10Y | +364.5% | +600.9% | -236.3% | +94.8% |
| All | +1,149.3% | +522.6% | +626.7% | +363.5% |
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