+83.0%
PL vs NTRS
+99.6%
-16.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -9.3% | +0.4% | -9.7% | -9.7% |
| 30D | -18.9% | +1.7% | -20.6% | -20.0% |
| 3M | -58.4% | +8.9% | -67.2% | -61.0% |
| 6M | -30.3% | +30.6% | -60.9% | -43.1% |
| YTD | -8.1% | +38.7% | -46.8% | -28.2% |
| 1Y | +180.5% | +48.1% | +132.4% | +110.7% |
| 3Y | +444.1% | +165.5% | +278.6% | +182.4% |
| 5Y | +83.0% | +85.6% | -2.5% | +12.7% |
| All | +83.0% | +99.6% | -16.6% | +11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling