+550.0%
PL vs NTRS
+166.2%
+383.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -0.8% |
| 7D | -7.5% | +1.7% | -9.2% | -9.2% |
| 30D | -25.6% | +0.1% | -25.7% | -25.9% |
| 3M | -45.6% | +9.8% | -55.4% | -51.0% |
| 6M | -29.5% | +34.7% | -64.2% | -48.8% |
| YTD | -9.7% | +37.4% | -47.1% | -36.2% |
| 1Y | +84.4% | +48.2% | +36.2% | +21.4% |
| 3Y | +550.0% | +163.5% | +386.5% | +110.1% |
| All | +550.0% | +166.2% | +383.8% | +110.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling