+21.1%
PL vs NTR
+23.5%
-2.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.0% | +11.4% | +10.8% |
| 7D | -6.8% | +3.0% | -9.8% | -8.1% |
| 30D | -29.3% | +2.2% | -31.5% | -30.3% |
| 3M | -44.8% | +7.9% | -52.7% | -47.0% |
| 6M | -68.4% | -1.5% | -66.9% | -68.5% |
| YTD | -36.4% | +18.6% | -55.0% | -42.2% |
| 1Y | +0.7% | +31.7% | -31.0% | -12.4% |
| 3Y | +455.3% | +46.4% | +408.9% | +356.6% |
| All | +21.1% | +23.5% | -2.3% | -26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling