+46.5%
NTR vs PFG
+110.9%
-64.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.8% |
| 7D | -1.3% | -0.4% | -0.8% | -1.1% |
| 30D | +16.8% | +2.9% | +13.9% | +15.3% |
| 3M | +20.7% | +6.7% | +14.0% | +17.3% |
| 6M | +0.5% | +33.8% | -33.2% | -11.2% |
| YTD | +29.2% | +35.0% | -5.8% | +13.2% |
| 1Y | +39.6% | +46.4% | -6.8% | +17.9% |
| 3Y | +37.9% | +71.6% | -33.8% | +5.0% |
| All | +46.5% | +110.9% | -64.5% | -2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling