+99.0%
NTRA vs PNR
-31.2%
+130.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.7% | +0.3% |
| 7D | -7.9% | +11.9% | -19.8% | -9.0% |
| 30D | -8.1% | +37.1% | -45.3% | -11.7% |
| 3M | +42.1% | +5.7% | +36.4% | +42.3% |
| 6M | +84.8% | -5.7% | +90.5% | +90.4% |
| YTD | +70.7% | -29.8% | +100.5% | +84.2% |
| 1Y | +99.0% | -31.8% | +130.8% | +117.5% |
| All | +99.0% | -31.2% | +130.2% | +117.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling