+548.5%
NTRS vs PFG
+1,010.4%
-461.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.5% |
| 7D | +1.4% | -0.4% | +1.8% | +1.6% |
| 30D | -0.7% | +2.9% | -3.5% | -2.2% |
| 3M | +11.3% | +6.7% | +4.6% | +7.4% |
| 6M | +35.5% | +33.8% | +1.8% | +16.3% |
| YTD | +40.6% | +35.0% | +5.6% | +20.0% |
| 1Y | +49.2% | +46.4% | +2.8% | +22.2% |
| 3Y | +167.2% | +71.7% | +95.6% | +101.3% |
| 5Y | +94.9% | +113.7% | -18.8% | +32.0% |
| 10Y | +259.5% | +247.8% | +11.7% | +86.7% |
| All | +548.5% | +1,010.4% | -461.9% | +51.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling