+37.9%
NTR vs PFGC
+58.8%
-21.0%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.3% |
| 7D | -1.3% | -4.8% | +3.5% | -0.8% |
| 30D | +16.8% | -12.5% | +29.3% | +18.3% |
| 3M | +20.7% | -9.7% | +30.5% | +21.7% |
| 6M | +0.5% | +7.0% | -6.5% | -1.0% |
| YTD | +29.2% | +4.5% | +24.7% | +27.2% |
| 1Y | +39.6% | -11.6% | +51.2% | +42.2% |
| 3Y | +37.9% | +58.5% | -20.6% | +18.6% |
| All | +37.9% | +58.8% | -21.0% | +18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling