+180.4%
PBF vs NTRA
+92.9%
+87.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.7% |
| 7D | +5.3% | +0.2% | +5.1% | +5.4% |
| 30D | +11.7% | +4.1% | +7.6% | +12.5% |
| 3M | +91.1% | +50.0% | +41.0% | +108.4% |
| 6M | +88.4% | +67.3% | +21.1% | +115.6% |
| YTD | +194.1% | +43.6% | +150.5% | +228.9% |
| 1Y | +180.4% | +89.2% | +91.2% | +166.9% |
| All | +180.4% | +92.9% | +87.5% | +166.9% |
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