+39.5%
PL vs NTRS
+90.6%
-51.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -1.0% | -0.9% |
| 7D | +10.0% | +3.2% | +6.9% | +7.8% |
| 30D | -2.3% | +9.6% | -11.9% | -8.3% |
| 3M | -44.2% | -6.0% | -38.2% | -41.5% |
| 6M | -66.1% | +10.4% | -76.5% | -68.5% |
| YTD | -30.0% | +32.5% | -62.4% | -43.3% |
| 1Y | +21.0% | +41.2% | -20.2% | -6.0% |
| 3Y | +516.5% | +173.4% | +343.1% | +220.8% |
| 5Y | +32.0% | +65.0% | -32.9% | -15.6% |
| All | +39.5% | +90.6% | -51.1% | -11.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling