+3.7%
PEP vs NTRA
+99.0%
-95.3%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.6% | +3.1% | +3.8% |
| 7D | +7.4% | -7.9% | +15.2% | +6.8% |
| 30D | +13.3% | -8.1% | +21.5% | +12.8% |
| 3M | +3.5% | +42.1% | -38.6% | +5.5% |
| 6M | -5.9% | +84.8% | -90.7% | -2.2% |
| YTD | +2.3% | +70.7% | -68.4% | +4.6% |
| 1Y | +3.7% | +99.0% | -95.3% | +8.2% |
| All | +3.7% | +99.0% | -95.3% | +8.2% |
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