+497.4%
NTRA vs PFG
+68.8%
+428.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.6% |
| 7D | -0.5% | -3.0% | +2.5% | +0.7% |
| 30D | +4.3% | +2.5% | +1.8% | +3.2% |
| 3M | +50.6% | +6.1% | +44.6% | +45.9% |
| 6M | +63.9% | +31.3% | +32.6% | +43.9% |
| YTD | +42.4% | +33.6% | +8.8% | +23.4% |
| 1Y | +92.1% | +48.5% | +43.6% | +57.8% |
| All | +497.4% | +68.8% | +428.6% | +309.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling