+254.4%
NTRA vs PCOR
-9.2%
+263.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.4% | -2.5% |
| 7D | -19.7% | +20.7% | -40.4% | -26.1% |
| 30D | -22.1% | +35.7% | -57.8% | -31.8% |
| 3M | -2.0% | +31.1% | -33.1% | -13.8% |
| 6M | +60.6% | +43.1% | +17.5% | +34.0% |
| YTD | +36.2% | +4.8% | +31.3% | +27.5% |
| 1Y | +51.0% | -3.7% | +54.6% | +46.7% |
| 3Y | +567.5% | +46.5% | +520.9% | +394.5% |
| 5Y | +191.6% | -17.3% | +208.8% | +138.4% |
| All | +254.4% | -9.2% | +263.6% | +187.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling