+1,711.9%
NTRA vs PNC
+258.4%
+1,453.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.2% | -1.7% |
| 7D | -0.5% | -0.9% | +0.4% | -0.1% |
| 30D | +4.3% | -4.4% | +8.7% | +6.4% |
| 3M | +50.6% | +5.3% | +45.4% | +46.6% |
| 6M | +63.9% | +19.6% | +44.4% | +50.4% |
| YTD | +42.4% | +19.1% | +23.2% | +30.1% |
| 1Y | +92.1% | +24.3% | +67.8% | +71.4% |
| 3Y | +501.7% | +132.2% | +369.5% | +285.9% |
| 5Y | +171.4% | +52.3% | +119.1% | +110.2% |
| 10Y | +3,161.4% | +274.8% | +2,886.6% | +1,281.6% |
| All | +1,711.9% | +258.4% | +1,453.5% | +698.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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