+173.5%
NTRA vs PFG
+110.9%
+62.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.2% | +0.4% |
| 7D | +0.2% | -0.4% | +0.7% | +0.4% |
| 30D | +4.1% | +2.9% | +1.2% | +2.5% |
| 3M | +50.0% | +6.7% | +43.3% | +44.0% |
| 6M | +67.3% | +33.8% | +33.5% | +43.0% |
| YTD | +43.6% | +35.0% | +8.6% | +21.6% |
| 1Y | +89.2% | +46.4% | +42.8% | +52.9% |
| 3Y | +502.5% | +71.6% | +430.9% | +333.2% |
| All | +173.5% | +110.9% | +62.6% | +76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling