+180.5%
PL vs NTRS
+46.5%
+134.0%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.8% | -0.9% |
| 7D | -9.3% | -0.1% | -9.2% | -9.3% |
| 30D | -18.9% | +1.2% | -20.1% | -19.9% |
| 3M | -58.4% | +8.3% | -66.7% | -61.5% |
| 6M | -30.3% | +30.0% | -60.3% | -46.7% |
| YTD | -8.1% | +38.0% | -46.2% | -36.2% |
| 1Y | +180.5% | +47.4% | +133.1% | +89.9% |
| All | +180.5% | +46.5% | +134.0% | +89.9% |
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