+167.9%
NTRA vs PCOR
-43.0%
+211.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.4% | +2.0% |
| 7D | +0.6% | -9.0% | +9.5% | +4.5% |
| 30D | +19.5% | +4.2% | +15.3% | +16.9% |
| 3M | +47.8% | +14.4% | +33.3% | +37.4% |
| 6M | +61.6% | +0.2% | +61.5% | +56.7% |
| YTD | +43.3% | -20.3% | +63.5% | +52.2% |
| 1Y | +97.0% | -16.1% | +113.2% | +101.7% |
| 3Y | +424.9% | -14.7% | +439.6% | +393.2% |
| All | +167.9% | -43.0% | +211.0% | +150.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling