+8,390.6%
PWR vs NTAP
+6,444.0%
+1,946.6%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +3.6% | -0.8% | +4.4% | +3.8% |
| 30D | -8.6% | -0.5% | -8.0% | -8.6% |
| 3M | -13.2% | +4.1% | -17.2% | -14.4% |
| 6M | +9.9% | +88.0% | -78.1% | -8.0% |
| YTD | +48.0% | +75.6% | -27.5% | +25.5% |
| 1Y | +66.2% | +58.9% | +7.3% | +44.5% |
| 3Y | +195.1% | +153.6% | +41.5% | +125.6% |
| 5Y | +442.6% | +127.6% | +314.9% | +322.7% |
| 10Y | +2,334.2% | +580.4% | +1,753.9% | +1,299.5% |
| All | +8,390.6% | +6,444.0% | +1,946.6% | +2,473.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling