+3,059.8%
NTRA vs PFGC
+292.9%
+2,766.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | +0.2% | -4.8% | +5.0% | +2.1% |
| 30D | +4.1% | -12.5% | +16.6% | +9.5% |
| 3M | +50.0% | -9.7% | +59.8% | +55.4% |
| 6M | +67.3% | +7.0% | +60.3% | +61.9% |
| YTD | +43.6% | +4.5% | +39.1% | +39.3% |
| 1Y | +89.2% | -11.6% | +100.8% | +95.1% |
| 3Y | +502.5% | +58.5% | +444.1% | +389.4% |
| 5Y | +173.8% | +112.6% | +61.2% | +94.9% |
| All | +3,059.8% | +292.9% | +2,766.9% | +1,164.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling