+99.0%
NTRA vs PPG
+38.5%
+60.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.0% | -4.4% | -0.4% |
| 7D | -7.9% | +7.5% | -15.3% | -9.4% |
| 30D | -8.1% | +20.9% | -29.0% | -12.3% |
| 3M | +42.1% | +8.7% | +33.4% | +39.2% |
| 6M | +84.8% | +23.8% | +61.0% | +76.4% |
| YTD | +70.7% | +26.5% | +44.2% | +65.4% |
| 1Y | +99.0% | +37.6% | +61.5% | +94.9% |
| All | +99.0% | +38.5% | +60.6% | +94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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