+284.7%
PM vs NTRA
+1,723.2%
-1,438.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.1% | -2.0% |
| 7D | -4.9% | +0.6% | -5.5% | -4.9% |
| 30D | -3.4% | +19.5% | -22.9% | -4.2% |
| 3M | +5.2% | +47.8% | -42.6% | +3.2% |
| 6M | +3.7% | +61.6% | -57.9% | +1.2% |
| YTD | +15.8% | +43.3% | -27.5% | +13.4% |
| 1Y | +17.4% | +97.0% | -79.7% | +13.2% |
| 3Y | +116.9% | +424.9% | -308.0% | +97.5% |
| 5Y | +117.3% | +165.2% | -47.9% | +101.4% |
| 10Y | +193.8% | +3,114.3% | -2,920.5% | +136.5% |
| All | +284.7% | +1,723.2% | -1,438.6% | +218.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling