-10.8%
PCG vs NTRA
+498.8%
-509.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.9% | +3.7% |
| 7D | +5.4% | +1.1% | +4.4% | +5.3% |
| 30D | -15.1% | +0.6% | -15.8% | -15.1% |
| 3M | -9.8% | +51.8% | -61.7% | -13.0% |
| 6M | -18.0% | +63.6% | -81.6% | -21.7% |
| YTD | -7.2% | +41.5% | -48.7% | -10.6% |
| 1Y | +2.9% | +93.6% | -90.8% | -4.4% |
| All | -10.8% | +498.8% | -509.6% | -29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling