+423.6%
PWR vs NTAP
+122.3%
+301.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.1% | +0.2% | +2.7% |
| 7D | +4.7% | -2.4% | +7.2% | +6.0% |
| 30D | -12.5% | -23.4% | +10.9% | -3.8% |
| 3M | -9.3% | -7.5% | -1.8% | -6.9% |
| 6M | -22.2% | +56.4% | -78.5% | -35.8% |
| YTD | +44.2% | +73.6% | -29.5% | +12.6% |
| 1Y | +35.5% | +68.4% | -32.9% | +7.3% |
| 3Y | +250.4% | +150.6% | +99.9% | +127.6% |
| All | +423.6% | +122.3% | +301.3% | +251.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling