+797.4%
PM vs NTRS
+354.7%
+442.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +1.8% |
| 7D | +1.9% | +0.3% | +1.6% | +1.8% |
| 30D | +1.9% | +0.2% | +1.8% | +1.8% |
| 3M | +4.6% | +13.2% | -8.6% | +1.1% |
| 6M | +11.7% | +36.9% | -25.3% | +2.2% |
| YTD | +20.4% | +39.1% | -18.8% | +9.5% |
| 1Y | +19.0% | +50.4% | -31.5% | +5.7% |
| 3Y | +130.4% | +166.8% | -36.4% | +71.2% |
| 5Y | +131.5% | +92.9% | +38.6% | +83.7% |
| 10Y | +218.7% | +255.7% | -37.0% | +104.9% |
| All | +797.4% | +354.7% | +442.6% | +405.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling