+92.9%
NTRS vs PFG
+111.0%
-18.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.3% |
| 7D | +1.4% | -0.4% | +1.8% | +1.7% |
| 30D | -0.7% | +2.9% | -3.5% | -2.9% |
| 3M | +11.3% | +6.7% | +4.6% | +5.6% |
| 6M | +35.5% | +33.8% | +1.8% | +8.6% |
| YTD | +40.6% | +35.0% | +5.6% | +11.6% |
| 1Y | +49.2% | +46.4% | +2.8% | +11.3% |
| 3Y | +167.2% | +71.7% | +95.6% | +73.0% |
| All | +92.9% | +111.0% | -18.0% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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