+13.2%
PCAR vs NTRA
+54.6%
-41.4%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.4% |
| 7D | +4.9% | +2.7% | +2.2% | +4.7% |
| 30D | -1.4% | -19.2% | +17.7% | -0.3% |
| 3M | -18.1% | +2.7% | -20.8% | -18.5% |
| 6M | -4.0% | +63.4% | -67.4% | -8.3% |
| YTD | -1.5% | +39.3% | -40.7% | -6.9% |
| 1Y | +13.2% | +59.0% | -45.8% | +3.4% |
| All | +13.2% | +54.6% | -41.4% | +3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling