+170.0%
PBF vs NTRA
+96.0%
+74.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | +4.3% | +0.6% | +3.7% | +4.4% |
| 30D | +22.0% | +19.5% | +2.5% | +24.8% |
| 3M | +74.5% | +47.8% | +26.7% | +87.2% |
| 6M | +67.7% | +61.6% | +6.0% | +87.4% |
| YTD | +179.2% | +43.3% | +135.9% | +207.8% |
| 1Y | +170.0% | +97.0% | +73.0% | +138.3% |
| All | +170.0% | +96.0% | +74.0% | +138.3% |
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