+126.5%
PM vs NTR
+48.6%
+77.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -1.2% | +0.5% | -1.7% | -1.2% |
| 30D | -0.2% | +21.7% | -21.9% | -1.9% |
| 3M | +4.9% | +22.8% | -17.9% | +2.9% |
| 6M | +9.0% | +8.2% | +0.8% | +8.0% |
| YTD | +17.8% | +32.9% | -15.1% | +14.3% |
| 1Y | +16.8% | +45.3% | -28.5% | +12.3% |
| 3Y | +125.4% | +41.7% | +83.8% | +115.3% |
| All | +126.5% | +48.6% | +77.9% | +102.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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