+614.5%
PAAS vs NTRA
+1,700.8%
-1,086.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.6% | -0.5% |
| 7D | +2.0% | +1.1% | +0.9% | +1.9% |
| 30D | -0.1% | +0.6% | -0.7% | -0.1% |
| 3M | +8.2% | +51.8% | -43.6% | +2.6% |
| 6M | -13.8% | +63.6% | -77.4% | -19.1% |
| YTD | -0.6% | +41.5% | -42.1% | -5.4% |
| 1Y | +44.0% | +93.6% | -49.6% | +32.2% |
| 3Y | +246.6% | +498.0% | -251.5% | +177.4% |
| 5Y | +116.1% | +172.5% | -56.4% | +76.2% |
| 10Y | +202.7% | +2,960.8% | -2,758.1% | +117.7% |
| All | +614.5% | +1,700.8% | -1,086.3% | +422.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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