+173.5%
NTRA vs PPG
-24.1%
+197.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.4% | +0.6% |
| 7D | +0.2% | -6.2% | +6.5% | +3.5% |
| 30D | +4.1% | -7.9% | +12.0% | +8.5% |
| 3M | +50.0% | -10.2% | +60.3% | +57.8% |
| 6M | +67.3% | +2.7% | +64.6% | +63.0% |
| YTD | +43.6% | +4.9% | +38.7% | +36.3% |
| 1Y | +89.2% | -3.2% | +92.4% | +87.3% |
| 3Y | +502.5% | -17.0% | +519.5% | +534.1% |
| All | +173.5% | -24.1% | +197.6% | +191.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling