+72.9%
PBR vs NTRS
+43.5%
+29.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +3.1% | -10.1% | -6.4% |
| 7D | -11.0% | +3.6% | -14.5% | -10.3% |
| 30D | -18.8% | +4.3% | -23.1% | -18.0% |
| 3M | +7.8% | -1.9% | +9.8% | +8.0% |
| 6M | -7.6% | +11.4% | -19.0% | -6.8% |
| YTD | +72.7% | +32.3% | +40.4% | +75.9% |
| 1Y | +72.9% | +42.5% | +30.4% | +76.0% |
| All | +72.9% | +43.5% | +29.5% | +76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling