+737.2%
PBF vs NTRA
+169.7%
+567.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.9% |
| 7D | +2.3% | -0.5% | +2.8% | +2.4% |
| 30D | +11.6% | +4.3% | +7.3% | +11.1% |
| 3M | +81.7% | +50.6% | +31.1% | +74.5% |
| 6M | +96.4% | +63.9% | +32.5% | +85.5% |
| YTD | +189.5% | +42.4% | +147.1% | +176.8% |
| 1Y | +180.7% | +92.1% | +88.7% | +157.9% |
| 3Y | +56.6% | +501.7% | -445.1% | +21.5% |
| All | +737.2% | +169.7% | +567.5% | +724.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling