+90.2%
NTR vs PSLV
+228.9%
-138.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | -1.3% | -3.5% | +2.2% | -0.6% |
| 30D | +16.8% | -2.1% | +18.9% | +17.1% |
| 3M | +20.7% | -1.6% | +22.4% | +20.6% |
| 6M | +0.5% | -25.5% | +26.0% | +5.8% |
| YTD | +29.2% | -11.4% | +40.6% | +26.5% |
| 1Y | +39.6% | +48.6% | -9.0% | +17.6% |
| 3Y | +37.9% | +166.9% | -129.0% | -3.9% |
| 5Y | +47.1% | +152.4% | -105.3% | +2.4% |
| All | +90.2% | +228.9% | -138.7% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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