+56.8%
PBF vs NTRA
+502.5%
-445.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.8% |
| 7D | +2.3% | -0.5% | +2.8% | +2.3% |
| 30D | +11.6% | +4.3% | +7.3% | +11.4% |
| 3M | +81.7% | +50.6% | +31.1% | +80.3% |
| 6M | +96.4% | +63.9% | +32.5% | +93.9% |
| YTD | +189.5% | +42.4% | +147.1% | +188.4% |
| 1Y | +180.7% | +92.1% | +88.7% | +168.7% |
| All | +56.8% | +502.5% | -445.7% | +30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling