+542.7%
PBR vs NTRS
+93.2%
+449.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.0% |
| 7D | +5.4% | +1.4% | +4.0% | +5.1% |
| 30D | +22.9% | -0.7% | +23.5% | +22.9% |
| 3M | +19.6% | +11.3% | +8.3% | +17.0% |
| 6M | +16.5% | +35.5% | -19.1% | +9.3% |
| YTD | +86.7% | +40.6% | +46.1% | +73.3% |
| 1Y | +74.7% | +49.2% | +25.5% | +59.8% |
| 3Y | +102.6% | +167.2% | -64.7% | +60.3% |
| All | +542.7% | +93.2% | +449.5% | +428.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling