+3,059.8%
NTRA vs PFG
+251.1%
+2,808.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.4% |
| 7D | +0.2% | -0.4% | +0.7% | +0.4% |
| 30D | +4.1% | +2.9% | +1.2% | +2.6% |
| 3M | +50.0% | +6.7% | +43.3% | +44.6% |
| 6M | +67.3% | +33.8% | +33.5% | +45.8% |
| YTD | +43.6% | +35.0% | +8.6% | +24.2% |
| 1Y | +89.2% | +46.4% | +42.8% | +57.2% |
| 3Y | +502.5% | +71.7% | +430.9% | +358.4% |
| 5Y | +173.8% | +113.7% | +60.1% | +87.5% |
| All | +3,059.8% | +251.1% | +2,808.7% | +1,463.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling