+1,735.1%
NTRA vs PFG
+233.0%
+1,502.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.3% |
| 7D | +1.6% | +3.2% | -1.6% | +0.1% |
| 30D | +3.8% | +0.9% | +2.8% | +3.1% |
| 3M | +48.2% | +7.7% | +40.5% | +42.3% |
| 6M | +61.0% | +29.0% | +32.0% | +43.0% |
| YTD | +44.2% | +32.5% | +11.7% | +26.2% |
| 1Y | +87.3% | +47.3% | +40.0% | +55.9% |
| 3Y | +509.4% | +68.2% | +441.2% | +371.5% |
| 5Y | +175.1% | +108.5% | +66.6% | +92.5% |
| 10Y | +3,203.1% | +241.4% | +2,961.7% | +1,646.2% |
| All | +1,735.1% | +233.0% | +1,502.1% | +877.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling