-70.6%
PCG vs NTRA
+1,672.7%
-1,743.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.3% |
| 7D | +2.2% | +2.7% | -0.6% | +1.9% |
| 30D | +0.8% | -19.2% | +19.9% | +2.7% |
| 3M | -23.8% | +2.7% | -26.5% | -24.3% |
| 6M | -19.6% | +63.4% | -83.0% | -24.1% |
| YTD | -16.7% | +39.3% | -56.0% | -20.6% |
| 1Y | -19.4% | +59.0% | -78.4% | -24.2% |
| 3Y | -18.3% | +557.4% | -575.7% | -34.9% |
| 5Y | +10.4% | +177.4% | -167.0% | -8.2% |
| 10Y | -76.1% | +2,761.8% | -2,837.9% | -84.2% |
| All | -70.6% | +1,672.7% | -1,743.3% | -80.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling