+254.3%
PBF vs NTRA
+1,735.1%
-1,480.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.6% |
| 7D | +1.4% | +1.6% | -0.2% | +1.1% |
| 30D | +15.8% | +3.8% | +12.1% | +15.1% |
| 3M | +90.3% | +48.2% | +42.0% | +78.2% |
| 6M | +102.8% | +61.0% | +41.9% | +85.2% |
| YTD | +187.3% | +44.2% | +143.1% | +165.6% |
| 1Y | +161.8% | +87.3% | +74.6% | +131.6% |
| 3Y | +55.5% | +509.4% | -454.0% | +9.1% |
| 5Y | +801.9% | +175.1% | +626.8% | +577.5% |
| 10Y | +362.2% | +3,203.1% | -2,840.9% | +115.4% |
| All | +254.3% | +1,735.1% | -1,480.8% | +73.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling