+2,944.3%
NTRA vs PFGC
+403.3%
+2,541.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.3% |
| 7D | +1.6% | -3.7% | +5.3% | +3.0% |
| 30D | +3.8% | -16.0% | +19.7% | +10.3% |
| 3M | +48.2% | -4.1% | +52.4% | +49.9% |
| 6M | +61.0% | +8.7% | +52.2% | +55.2% |
| YTD | +44.2% | +6.4% | +37.8% | +39.3% |
| 1Y | +87.3% | -8.4% | +95.7% | +90.3% |
| 3Y | +509.4% | +61.8% | +447.7% | +397.7% |
| 5Y | +175.1% | +108.7% | +66.4% | +101.4% |
| 10Y | +3,203.1% | +298.1% | +2,905.0% | +1,476.7% |
| All | +2,944.3% | +403.3% | +2,541.0% | +1,410.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling