+8.4%
PCG vs NTRA
+195.9%
-187.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -1.2% |
| 7D | -2.2% | -18.2% | +16.0% | -0.6% |
| 30D | -0.5% | -19.6% | +19.1% | +1.2% |
| 3M | -24.0% | +2.3% | -26.2% | -24.3% |
| 6M | -18.6% | +60.6% | -79.2% | -22.4% |
| YTD | -17.7% | +39.6% | -57.3% | -21.0% |
| 1Y | -20.0% | +54.7% | -74.7% | -24.0% |
| 3Y | -20.2% | +584.3% | -604.5% | -35.1% |
| 5Y | +8.4% | +182.5% | -174.1% | -7.7% |
| All | +8.4% | +195.9% | -187.6% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling