+498.0%
NTRA vs PCOR
-17.1%
+515.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +1.9% | -0.4% |
| 7D | +1.1% | -6.9% | +8.0% | +3.0% |
| 30D | +0.6% | -1.5% | +2.2% | +0.7% |
| 3M | +51.8% | +18.5% | +33.3% | +43.8% |
| 6M | +63.6% | -4.7% | +68.3% | +63.7% |
| YTD | +41.5% | -22.8% | +64.3% | +50.6% |
| 1Y | +93.6% | -20.7% | +114.4% | +102.8% |
| 3Y | +498.0% | -14.6% | +512.6% | +497.8% |
| All | +498.0% | -17.1% | +515.1% | +497.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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