+149.5%
PG vs NTRA
+1,727.4%
-1,577.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.8% | +1.6% |
| 7D | -0.8% | +0.2% | -1.0% | -0.8% |
| 30D | +0.8% | +4.1% | -3.3% | +0.7% |
| 3M | -1.3% | +50.0% | -51.4% | -2.3% |
| 6M | -3.8% | +67.3% | -71.1% | -5.1% |
| YTD | +3.6% | +43.6% | -40.0% | +2.6% |
| 1Y | -5.7% | +89.2% | -95.0% | -7.3% |
| 3Y | +1.6% | +502.5% | -501.0% | -3.5% |
| 5Y | +14.6% | +173.8% | -159.2% | +9.9% |
| 10Y | +121.2% | +3,189.3% | -3,068.1% | +97.1% |
| All | +149.5% | +1,727.4% | -1,577.9% | +125.4% |
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 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