+3,059.8%
NTRA vs PPG
+26.9%
+3,032.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.4% | +0.6% |
| 7D | +0.2% | -6.2% | +6.5% | +4.0% |
| 30D | +4.1% | -7.9% | +12.0% | +9.1% |
| 3M | +50.0% | -10.2% | +60.3% | +58.7% |
| 6M | +67.3% | +2.7% | +64.6% | +62.3% |
| YTD | +43.6% | +4.9% | +38.7% | +35.7% |
| 1Y | +89.2% | -3.2% | +92.4% | +86.8% |
| 3Y | +502.5% | -17.0% | +519.5% | +535.4% |
| 5Y | +173.8% | -23.3% | +197.1% | +197.5% |
| All | +3,059.8% | +26.9% | +3,032.9% | +2,266.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling