+90.2%
NTR vs PFG
+127.9%
-37.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -0.8% |
| 7D | -1.3% | -0.4% | -0.8% | -1.1% |
| 30D | +16.8% | +2.9% | +13.9% | +15.0% |
| 3M | +20.7% | +6.7% | +14.0% | +16.8% |
| 6M | +0.5% | +33.8% | -33.2% | -12.8% |
| YTD | +29.2% | +35.0% | -5.8% | +11.2% |
| 1Y | +39.6% | +46.4% | -6.8% | +15.5% |
| 3Y | +37.9% | +71.7% | -33.8% | +3.2% |
| 5Y | +47.1% | +113.7% | -66.6% | -3.2% |
| All | +90.2% | +127.9% | -37.7% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling