-0.4%
PL vs NTR
+36.7%
-37.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +4.0% | -10.3% | -7.4% |
| 7D | -11.7% | +4.3% | -16.1% | -12.9% |
| 30D | -27.1% | +2.6% | -29.7% | -27.8% |
| 3M | -44.6% | +8.5% | -53.1% | -46.5% |
| 6M | -67.2% | -3.3% | -63.8% | -66.9% |
| YTD | -35.9% | +19.6% | -55.4% | -43.2% |
| 1Y | -0.4% | +37.6% | -38.0% | -20.1% |
| All | -0.4% | +36.7% | -37.1% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 1y: compounded portfolio wealth divided by compounded NTR 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…
1y analysis · Full analysis span regression · 6 months rolling