+37.6%
NTR vs PFGC
+12.5%
+25.1%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +13.5% | -9.6% | +4.4% |
| 7D | +4.3% | +13.9% | -9.5% | +4.8% |
| 30D | +2.6% | +18.4% | -15.8% | +3.5% |
| 3M | +8.5% | -2.5% | +11.1% | +7.5% |
| 6M | -3.3% | +26.0% | -29.4% | -1.6% |
| YTD | +19.6% | +21.9% | -2.3% | +20.9% |
| 1Y | +37.6% | +13.4% | +24.2% | +41.9% |
| All | +37.6% | +12.5% | +25.1% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling