-19.4%
PCG vs NTRA
+54.6%
-73.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.2% |
| 7D | +2.2% | +2.7% | -0.6% | +2.1% |
| 30D | +0.8% | -19.2% | +19.9% | +1.3% |
| 3M | -23.8% | +2.7% | -26.5% | -23.8% |
| 6M | -19.6% | +63.4% | -83.0% | -19.2% |
| YTD | -16.7% | +39.3% | -56.0% | -19.3% |
| 1Y | -19.4% | +59.0% | -78.4% | -23.1% |
| All | -19.4% | +54.6% | -73.9% | -23.1% |
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