+472.1%
NTRS vs PSLV
+109.5%
+362.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | +1.4% | -3.5% | +4.8% | +1.6% |
| 30D | -0.7% | -2.1% | +1.5% | -0.6% |
| 3M | +11.3% | -1.6% | +13.0% | +11.3% |
| 6M | +35.5% | -25.5% | +61.0% | +37.9% |
| YTD | +40.6% | -11.4% | +52.0% | +39.7% |
| 1Y | +49.2% | +48.6% | +0.6% | +41.8% |
| 3Y | +167.2% | +166.9% | +0.3% | +141.1% |
| 5Y | +94.9% | +152.4% | -57.5% | +75.5% |
| 10Y | +259.5% | +187.8% | +71.7% | +215.0% |
| All | +472.1% | +109.5% | +362.6% | +375.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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