+72.7%
PL vs NTRS
+88.7%
-16.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.2% |
| 7D | -13.9% | +0.9% | -14.7% | -14.5% |
| 30D | -25.5% | -1.2% | -24.2% | -24.8% |
| 3M | -44.8% | +8.8% | -53.5% | -48.5% |
| 6M | -33.3% | +34.7% | -68.0% | -47.3% |
| YTD | -12.7% | +37.2% | -49.9% | -32.2% |
| 1Y | +90.9% | +46.3% | +44.6% | +42.5% |
| 3Y | +528.5% | +163.2% | +365.2% | +214.8% |
| 5Y | +72.7% | +86.9% | -14.2% | +5.9% |
| All | +72.7% | +88.7% | -16.0% | +5.9% |
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 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