-75.9%
PCG vs NTRA
+3,171.2%
-3,247.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.1% | -1.0% |
| 7D | +0.5% | -0.5% | +1.0% | +0.5% |
| 30D | -18.9% | +4.3% | -23.2% | -19.3% |
| 3M | -15.8% | +50.6% | -66.5% | -20.1% |
| 6M | -22.6% | +63.9% | -86.5% | -27.6% |
| YTD | -12.2% | +42.4% | -54.6% | -16.8% |
| 1Y | -7.1% | +92.1% | -99.2% | -15.3% |
| 3Y | -15.8% | +501.7% | -517.6% | -34.8% |
| 5Y | +53.3% | +171.4% | -118.1% | +24.7% |
| All | -75.9% | +3,171.2% | -3,247.1% | -86.2% |
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