+875.3%
PH vs NTRA
+1,700.8%
-825.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | +0.4% | +1.1% | -0.7% | +0.2% |
| 30D | -10.8% | +0.6% | -11.4% | -10.9% |
| 3M | +8.5% | +51.8% | -43.4% | +1.5% |
| 6M | +3.9% | +63.6% | -59.7% | -4.3% |
| YTD | +9.4% | +41.5% | -32.1% | +2.6% |
| 1Y | +26.8% | +93.6% | -66.9% | +13.3% |
| 3Y | +140.8% | +498.0% | -357.2% | +80.9% |
| 5Y | +253.8% | +172.5% | +81.3% | +179.5% |
| 10Y | +792.3% | +2,960.8% | -2,168.5% | +394.2% |
| All | +875.3% | +1,700.8% | -825.5% | +448.1% |
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 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