+137.1%
PH vs NTRA
+502.5%
-365.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.4% |
| 7D | -3.1% | -0.5% | -2.7% | -3.1% |
| 30D | -11.8% | +4.3% | -16.1% | -12.5% |
| 3M | +6.9% | +50.6% | -43.7% | -1.8% |
| 6M | -1.3% | +63.9% | -65.2% | -11.6% |
| YTD | +7.0% | +42.4% | -35.4% | -1.7% |
| 1Y | +23.1% | +92.1% | -69.0% | +5.2% |
| All | +137.1% | +502.5% | -365.4% | +67.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling