-23.8%
PFE vs NTRA
+177.5%
-201.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.3% |
| 7D | -1.7% | +2.7% | -4.4% | -1.8% |
| 30D | +0.3% | -19.2% | +19.5% | +1.1% |
| 3M | +9.4% | +2.7% | +6.7% | +9.1% |
| 6M | +14.9% | +63.4% | -48.5% | +12.2% |
| YTD | +23.8% | +39.3% | -15.5% | +21.5% |
| 1Y | +19.5% | +59.0% | -39.5% | +16.6% |
| 3Y | +21.0% | +557.4% | -536.3% | +12.8% |
| All | -23.8% | +177.5% | -201.2% | -35.0% |
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