+2,960.8%
NTRA vs PR
+101.2%
+2,859.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.5% | -1.4% |
| 7D | +1.1% | -0.6% | +1.6% | +1.1% |
| 30D | +0.6% | +17.4% | -16.7% | -1.4% |
| 3M | +51.8% | +21.8% | +30.1% | +47.7% |
| 6M | +63.6% | +27.6% | +36.0% | +57.6% |
| YTD | +41.5% | +71.4% | -29.9% | +30.8% |
| 1Y | +93.6% | +78.3% | +15.3% | +77.7% |
| 3Y | +498.0% | +85.5% | +412.6% | +440.2% |
| 5Y | +172.5% | +422.7% | -250.2% | +112.7% |
| 10Y | +2,960.8% | +87.1% | +2,873.7% | +2,276.7% |
| All | +2,960.8% | +101.2% | +2,859.6% | +2,276.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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