+32.8%
PFE vs NTRA
+3,199.2%
-3,166.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.2% |
| 7D | -2.6% | +0.2% | -2.8% | -2.6% |
| 30D | +5.4% | +4.1% | +1.3% | +5.1% |
| 3M | +7.8% | +50.0% | -42.3% | +5.3% |
| 6M | +5.0% | +67.3% | -62.3% | +1.9% |
| YTD | +17.1% | +43.6% | -26.5% | +14.3% |
| 1Y | +19.3% | +89.2% | -69.9% | +14.8% |
| 3Y | -0.9% | +502.5% | -503.5% | -10.8% |
| 5Y | -20.8% | +173.8% | -194.5% | -27.2% |
| All | +32.8% | +3,199.2% | -3,166.4% | -3.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling