+90.2%
NTR vs PFGC
+183.4%
-93.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.3% |
| 7D | -1.3% | -4.8% | +3.5% | -0.2% |
| 30D | +16.8% | -12.5% | +29.3% | +20.4% |
| 3M | +20.7% | -9.7% | +30.5% | +23.3% |
| 6M | +0.5% | +7.0% | -6.5% | -1.9% |
| YTD | +29.2% | +4.5% | +24.7% | +26.2% |
| 1Y | +39.6% | -11.6% | +51.2% | +41.9% |
| 3Y | +37.9% | +58.5% | -20.6% | +19.7% |
| 5Y | +47.1% | +112.6% | -65.5% | +15.4% |
| All | +90.2% | +183.4% | -93.2% | +25.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling