+111.0%
PBF vs NTRA
+99.0%
+12.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.6% | -7.3% | -6.5% |
| 7D | -0.9% | -7.9% | +7.0% | -2.6% |
| 30D | -13.7% | -8.1% | -5.6% | -15.0% |
| 3M | +10.6% | +42.1% | -31.5% | +20.6% |
| 6M | +61.2% | +84.8% | -23.7% | +95.3% |
| YTD | +172.7% | +70.7% | +102.0% | +223.3% |
| 1Y | +111.0% | +99.0% | +12.0% | +140.5% |
| All | +111.0% | +99.0% | +12.0% | +140.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling