+135.3%
PM vs NTRS
+93.2%
+42.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.5% |
| 7D | +4.7% | +1.4% | +3.3% | +4.5% |
| 30D | +2.6% | -0.7% | +3.3% | +2.7% |
| 3M | +6.6% | +11.3% | -4.8% | +5.0% |
| 6M | +16.5% | +35.5% | -19.0% | +11.2% |
| YTD | +21.2% | +40.6% | -19.4% | +14.8% |
| 1Y | +17.9% | +49.2% | -31.3% | +10.4% |
| 3Y | +129.8% | +167.2% | -37.4% | +88.2% |
| All | +135.3% | +93.2% | +42.1% | +99.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling