+662.0%
PBR vs NTRA
+3,199.2%
-2,537.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.0% |
| 7D | +5.4% | +0.2% | +5.1% | +5.3% |
| 30D | +22.9% | +4.1% | +18.8% | +22.1% |
| 3M | +19.6% | +50.0% | -30.4% | +12.3% |
| 6M | +16.5% | +67.3% | -50.8% | +6.7% |
| YTD | +86.7% | +43.6% | +43.1% | +74.4% |
| 1Y | +74.7% | +89.2% | -14.5% | +56.2% |
| 3Y | +102.6% | +502.5% | -400.0% | +46.8% |
| 5Y | +566.6% | +173.8% | +392.8% | +417.3% |
| All | +662.0% | +3,199.2% | -2,537.2% | +264.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling