-0.4%
PL vs NTRS
+43.5%
-43.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.1% | -9.5% | -9.0% |
| 7D | -11.7% | +3.6% | -15.3% | -14.4% |
| 30D | -27.1% | +4.3% | -31.4% | -29.7% |
| 3M | -44.6% | -1.9% | -42.6% | -44.1% |
| 6M | -67.2% | +11.4% | -78.6% | -70.3% |
| YTD | -35.9% | +32.3% | -68.1% | -54.4% |
| 1Y | -0.4% | +42.5% | -42.9% | -34.7% |
| All | -0.4% | +43.5% | -43.9% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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