-19.2%
PCG vs NTRA
+563.8%
-583.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -1.2% |
| 7D | -2.2% | -18.2% | +16.0% | -0.8% |
| 30D | -0.5% | -19.6% | +19.1% | +1.1% |
| 3M | -24.0% | +2.3% | -26.2% | -24.3% |
| 6M | -18.6% | +60.6% | -79.2% | -22.1% |
| YTD | -17.7% | +39.6% | -57.3% | -20.7% |
| 1Y | -20.0% | +54.7% | -74.7% | -23.9% |
| All | -19.2% | +563.8% | -583.0% | -39.3% |
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 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