+1,727.4%
NTRA vs PPG
+12.1%
+1,715.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.4% | +0.6% |
| 7D | +0.2% | -6.2% | +6.5% | +3.8% |
| 30D | +4.1% | -7.9% | +12.0% | +8.9% |
| 3M | +50.0% | -10.2% | +60.3% | +58.4% |
| 6M | +67.3% | +2.7% | +64.6% | +62.6% |
| YTD | +43.6% | +4.9% | +38.7% | +36.1% |
| 1Y | +89.2% | -3.2% | +92.4% | +87.0% |
| 3Y | +502.5% | -17.0% | +519.5% | +534.6% |
| 5Y | +173.8% | -23.3% | +197.1% | +196.8% |
| 10Y | +3,189.3% | +26.4% | +3,162.9% | +2,355.2% |
| All | +1,727.4% | +12.1% | +1,715.2% | +1,266.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling