+210.6%
PWR vs NTAP
+153.4%
+57.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.9% | +0.4% | +1.8% |
| 7D | +4.5% | +3.3% | +1.3% | +3.5% |
| 30D | -4.9% | -0.2% | -4.7% | -4.9% |
| 3M | -7.9% | +11.4% | -19.3% | -11.2% |
| 6M | +18.3% | +88.7% | -70.3% | -7.7% |
| YTD | +51.5% | +78.9% | -27.4% | +19.9% |
| 1Y | +70.3% | +58.8% | +11.5% | +42.1% |
| 3Y | +210.6% | +153.5% | +57.1% | +116.3% |
| All | +210.6% | +153.4% | +57.2% | +116.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling