+173.5%
NTRA vs PFGC
+110.3%
+63.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | +0.2% | -4.8% | +5.0% | +2.5% |
| 30D | +4.1% | -12.5% | +16.6% | +10.6% |
| 3M | +50.0% | -9.7% | +59.8% | +56.3% |
| 6M | +67.3% | +7.0% | +60.3% | +60.3% |
| YTD | +43.6% | +4.5% | +39.1% | +37.8% |
| 1Y | +89.2% | -11.6% | +100.8% | +96.5% |
| 3Y | +502.5% | +58.5% | +444.1% | +348.9% |
| All | +173.5% | +110.3% | +63.2% | +78.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling