+24.1%
PFE vs NTRA
+96.0%
-71.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | +1.8% | +0.6% | +1.2% | +1.7% |
| 30D | +10.2% | +19.5% | -9.3% | +9.1% |
| 3M | +12.7% | +47.8% | -35.1% | +10.3% |
| 6M | +10.5% | +61.6% | -51.1% | +7.1% |
| YTD | +20.2% | +43.3% | -23.1% | +16.4% |
| 1Y | +24.1% | +97.0% | -73.0% | +17.4% |
| All | +24.1% | +96.0% | -71.9% | +17.4% |
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