+41.1%
PWR vs NTAP
+65.9%
-24.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.1% |
| 7D | +11.3% | +7.2% | +4.1% | +9.6% |
| 30D | -8.9% | -18.4% | +9.5% | -5.7% |
| 3M | -10.5% | -11.3% | +0.8% | -8.6% |
| 6M | -22.2% | +53.8% | -75.9% | -24.6% |
| YTD | +42.7% | +72.0% | -29.2% | +35.8% |
| 1Y | +41.1% | +68.0% | -26.9% | +36.3% |
| All | +41.1% | +65.9% | -24.8% | +36.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling