+39.5%
PL vs NTR
+54.7%
-15.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.7% |
| 7D | +10.0% | -0.3% | +10.4% | +10.2% |
| 30D | -2.3% | +2.0% | -4.2% | -3.3% |
| 3M | -44.2% | +6.4% | -50.6% | -45.9% |
| 6M | -66.1% | +1.6% | -67.7% | -66.7% |
| YTD | -30.0% | +18.2% | -48.2% | -35.8% |
| 1Y | +21.0% | +23.9% | -2.9% | +9.0% |
| 3Y | +516.5% | +44.7% | +471.9% | +418.3% |
| 5Y | +32.0% | +21.3% | +10.7% | +7.7% |
| All | +39.5% | +54.7% | -15.2% | +13.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling