+771.6%
PBR vs NTRA
+1,711.9%
-940.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.4% | +2.3% |
| 7D | +4.2% | -0.5% | +4.7% | +4.3% |
| 30D | +22.7% | +4.3% | +18.4% | +22.0% |
| 3M | +21.5% | +50.6% | -29.1% | +14.3% |
| 6M | +24.0% | +63.9% | -39.9% | +14.3% |
| YTD | +88.2% | +42.4% | +45.9% | +76.6% |
| 1Y | +74.8% | +92.1% | -17.3% | +56.7% |
| 3Y | +105.1% | +501.7% | -396.6% | +51.1% |
| 5Y | +572.2% | +171.4% | +400.8% | +425.9% |
| 10Y | +692.7% | +3,161.4% | -2,468.7% | +297.9% |
| All | +771.6% | +1,711.9% | -940.3% | +324.7% |
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