+166.0%
NTRA vs PR
+225.0%
-59.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | +1.9% | -16.5% | -15.0% |
| 7D | -25.0% | -16.4% | -8.6% | -22.4% |
| 30D | -21.5% | -1.9% | -19.6% | -21.3% |
| 3M | +17.1% | +8.0% | +9.1% | +14.9% |
| 6M | +44.4% | +4.1% | +40.3% | +42.2% |
| YTD | +35.6% | +58.7% | -23.1% | +19.8% |
| 1Y | +56.5% | +75.8% | -19.3% | +34.7% |
| 3Y | +620.8% | +73.2% | +547.7% | +504.8% |
| All | +166.0% | +225.0% | -59.0% | +90.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling