+3,053.4%
NTRA vs PR
+149.9%
+2,903.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.2% | +3.3% |
| 7D | -15.4% | -12.4% | -3.1% | -14.1% |
| 30D | -20.0% | -6.6% | -13.5% | -19.4% |
| 3M | -0.5% | +7.5% | -8.0% | -1.6% |
| 6M | +64.9% | +10.8% | +54.2% | +62.0% |
| YTD | +39.9% | +57.0% | -17.2% | +30.5% |
| 1Y | +60.5% | +67.9% | -7.4% | +48.4% |
| 3Y | +605.9% | +87.6% | +518.3% | +536.7% |
| 5Y | +183.0% | +220.4% | -37.4% | +133.5% |
| 10Y | +3,254.9% | +64.8% | +3,190.0% | +2,489.0% |
| All | +3,053.4% | +149.9% | +2,903.6% | +2,257.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling