+8,087.4%
PWR vs NTAP
+6,309.7%
+1,777.8%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | 0.0% |
| 7D | +11.3% | +7.2% | +4.1% | +9.4% |
| 30D | -8.9% | -18.4% | +9.5% | -4.0% |
| 3M | -10.5% | -11.3% | +0.8% | -7.7% |
| 6M | -22.2% | +53.8% | -75.9% | -31.3% |
| YTD | +42.7% | +72.0% | -29.2% | +21.7% |
| 1Y | +41.1% | +68.0% | -26.9% | +21.0% |
| 3Y | +242.7% | +149.5% | +93.3% | +163.2% |
| 5Y | +418.5% | +125.6% | +292.9% | +305.5% |
| 10Y | +1,855.0% | +583.1% | +1,271.8% | +1,024.6% |
| All | +8,087.4% | +6,309.7% | +1,777.8% | +2,396.0% |
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