+135.3%
PM vs NTRA
+172.0%
-36.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.7% |
| 7D | +4.7% | +0.2% | +4.4% | +4.7% |
| 30D | +2.6% | +4.1% | -1.5% | +2.6% |
| 3M | +6.6% | +50.0% | -43.5% | +5.9% |
| 6M | +16.5% | +67.3% | -50.8% | +15.4% |
| YTD | +21.2% | +43.6% | -22.4% | +20.3% |
| 1Y | +17.9% | +89.2% | -71.3% | +16.3% |
| 3Y | +129.8% | +502.5% | -372.7% | +119.8% |
| All | +135.3% | +172.0% | -36.8% | +123.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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