+173.3%
PM vs NTR
+103.6%
+69.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.9% |
| 7D | -1.3% | +3.8% | -5.1% | -2.0% |
| 30D | -2.6% | +25.2% | -27.8% | -6.9% |
| 3M | +5.8% | +21.0% | -15.2% | +1.6% |
| 6M | +10.6% | +7.6% | +3.0% | +8.3% |
| YTD | +17.2% | +32.9% | -15.7% | +9.6% |
| 1Y | +17.6% | +43.1% | -25.4% | +8.1% |
| 3Y | +124.3% | +41.6% | +82.7% | +103.6% |
| 5Y | +125.1% | +54.8% | +70.3% | +82.4% |
| All | +173.3% | +103.6% | +69.7% | +74.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling