+32.9%
PL vs NTRS
+65.1%
-32.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.6% |
| 7D | +22.3% | +3.7% | +18.6% | +19.2% |
| 30D | -8.3% | +6.1% | -14.4% | -12.0% |
| 3M | -43.3% | -6.7% | -36.6% | -40.0% |
| 6M | -65.8% | +10.5% | -76.3% | -68.4% |
| YTD | -29.5% | +32.0% | -61.5% | -43.8% |
| 1Y | +11.7% | +37.0% | -25.3% | -13.0% |
| 3Y | +540.6% | +173.6% | +367.0% | +211.0% |
| 5Y | +32.9% | +64.4% | -31.6% | -16.3% |
| All | +32.9% | +65.1% | -32.2% | -16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling