-11.3%
PCG vs NTRA
+92.9%
-104.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.7% |
| 7D | -3.5% | +0.2% | -3.7% | -3.5% |
| 30D | -20.6% | +4.1% | -24.7% | -20.6% |
| 3M | -17.6% | +50.0% | -67.6% | -17.9% |
| 6M | -23.5% | +67.3% | -90.8% | -23.6% |
| YTD | -13.6% | +43.6% | -57.2% | -15.5% |
| 1Y | -11.3% | +89.2% | -100.6% | -16.3% |
| All | -11.3% | +92.9% | -104.3% | -16.3% |
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