+67.1%
PWR vs NTAP
+63.1%
+4.0%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +8.5% | -3.4% | +3.8% |
| 7D | +4.2% | +7.4% | -3.2% | +3.0% |
| 30D | -4.0% | -1.4% | -2.7% | -4.1% |
| 3M | -4.8% | +24.6% | -29.3% | -7.7% |
| 6M | +14.6% | +105.9% | -91.3% | -2.3% |
| YTD | +54.2% | +88.5% | -34.3% | +35.8% |
| 1Y | +67.1% | +62.1% | +5.0% | +69.2% |
| All | +67.1% | +63.1% | +4.0% | +69.2% |
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