+2,393.1%
PWR vs NTAP
+591.7%
+1,801.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | -0.2% | -1.0% | +0.7% | +0.1% |
| 30D | -7.7% | -7.5% | -0.2% | -5.1% |
| 3M | -4.9% | +14.6% | -19.6% | -10.1% |
| 6M | +9.7% | +91.0% | -81.3% | -16.8% |
| YTD | +46.7% | +73.7% | -27.0% | +14.5% |
| 1Y | +58.7% | +51.2% | +7.5% | +31.0% |
| 3Y | +200.7% | +146.1% | +54.6% | +99.7% |
| 5Y | +438.6% | +122.8% | +315.7% | +264.8% |
| All | +2,393.1% | +591.7% | +1,801.4% | +956.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling