+37.7%
PPL vs NTRA
+164.5%
-126.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | 0.0% |
| 7D | +1.8% | +1.1% | +0.7% | +1.7% |
| 30D | -1.1% | +0.6% | -1.7% | -1.1% |
| 3M | 0.0% | +51.8% | -51.8% | -1.7% |
| 6M | -7.6% | +63.6% | -71.2% | -9.6% |
| YTD | +1.7% | +41.5% | -39.8% | 0.0% |
| 1Y | +1.5% | +93.6% | -92.1% | -1.6% |
| 3Y | +55.3% | +498.0% | -442.8% | +41.1% |
| 5Y | +37.7% | +172.5% | -134.7% | +21.0% |
| All | +37.7% | +164.5% | -126.8% | +21.0% |
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