+99.0%
NTRA vs PFGC
+12.5%
+86.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +13.5% | -12.9% | -0.3% |
| 7D | -7.9% | +13.9% | -21.7% | -8.9% |
| 30D | -8.1% | +18.4% | -26.5% | -9.7% |
| 3M | +42.1% | -2.5% | +44.6% | +44.4% |
| 6M | +84.8% | +26.0% | +58.8% | +77.3% |
| YTD | +70.7% | +21.9% | +48.8% | +71.0% |
| 1Y | +99.0% | +13.4% | +85.7% | +99.8% |
| All | +99.0% | +12.5% | +86.6% | +99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling