+3,059.8%
NTRA vs PHM
+568.1%
+2,491.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.2% |
| 7D | +0.2% | -5.0% | +5.2% | +2.3% |
| 30D | +4.1% | -8.4% | +12.5% | +7.8% |
| 3M | +50.0% | -4.4% | +54.5% | +52.4% |
| 6M | +67.3% | -3.7% | +71.0% | +69.2% |
| YTD | +43.6% | +1.3% | +42.3% | +40.7% |
| 1Y | +89.2% | -14.0% | +103.3% | +97.4% |
| 3Y | +502.5% | +48.1% | +454.4% | +370.3% |
| 5Y | +173.8% | +158.8% | +15.0% | +62.4% |
| All | +3,059.8% | +568.1% | +2,491.6% | +1,249.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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