+95.6%
NTR vs PFGC
+192.0%
-96.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +2.0% |
| 7D | +3.8% | -2.4% | +6.3% | +4.4% |
| 30D | +25.2% | -15.8% | +41.0% | +30.2% |
| 3M | +21.0% | -0.6% | +21.6% | +20.8% |
| 6M | +7.6% | +10.7% | -3.1% | +4.2% |
| YTD | +32.9% | +7.6% | +25.2% | +28.9% |
| 1Y | +43.1% | -7.8% | +50.9% | +44.0% |
| 3Y | +41.6% | +63.7% | -22.1% | +22.1% |
| 5Y | +54.8% | +112.3% | -57.5% | +21.6% |
| All | +95.6% | +192.0% | -96.4% | +28.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling