+95.6%
NTR vs PFG
+125.7%
-30.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +2.1% |
| 7D | +3.8% | +6.0% | -2.1% | +1.0% |
| 30D | +25.2% | +2.2% | +23.0% | +23.7% |
| 3M | +21.0% | +10.4% | +10.6% | +15.2% |
| 6M | +7.6% | +27.8% | -20.2% | -4.7% |
| YTD | +32.9% | +33.6% | -0.8% | +14.9% |
| 1Y | +43.1% | +49.3% | -6.2% | +17.2% |
| 3Y | +41.6% | +69.7% | -28.1% | +6.5% |
| 5Y | +54.8% | +111.3% | -56.6% | +2.4% |
| All | +95.6% | +125.7% | -30.1% | +7.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling