+598.6%
PBR vs NTR
+97.9%
+500.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.6% |
| 7D | +5.4% | -1.3% | +6.7% | +6.1% |
| 30D | +22.9% | +16.8% | +6.1% | +12.1% |
| 3M | +19.6% | +20.7% | -1.1% | +6.8% |
| 6M | +16.5% | +0.5% | +15.9% | +14.7% |
| YTD | +86.7% | +29.2% | +57.5% | +58.0% |
| 1Y | +74.7% | +39.6% | +35.1% | +39.6% |
| 3Y | +102.6% | +37.9% | +64.7% | +56.6% |
| 5Y | +566.6% | +47.1% | +519.5% | +302.6% |
| All | +598.6% | +97.9% | +500.7% | +176.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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