+341.8%
PBF vs NTRA
+3,199.2%
-2,857.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.5% |
| 7D | +5.3% | +0.2% | +5.1% | +5.3% |
| 30D | +11.7% | +4.1% | +7.6% | +10.9% |
| 3M | +91.1% | +50.0% | +41.0% | +78.4% |
| 6M | +88.4% | +67.3% | +21.1% | +70.5% |
| YTD | +194.1% | +43.6% | +150.5% | +171.3% |
| 1Y | +180.4% | +89.2% | +91.2% | +146.3% |
| 3Y | +59.3% | +502.5% | -443.2% | +10.2% |
| 5Y | +816.3% | +173.8% | +642.5% | +583.4% |
| All | +341.8% | +3,199.2% | -2,857.4% | +103.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling