+97.5%
PPL vs NTRA
+1,679.9%
-1,582.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.4% | -0.4% |
| 7D | -1.2% | -15.4% | +14.2% | -0.6% |
| 30D | +4.2% | -20.0% | +24.3% | +5.0% |
| 3M | +1.5% | -0.5% | +2.0% | +1.3% |
| 6M | +1.0% | +64.9% | -63.9% | -1.3% |
| YTD | +4.4% | +39.9% | -35.5% | +2.4% |
| 1Y | +0.8% | +60.5% | -59.8% | -1.7% |
| 3Y | +56.5% | +605.9% | -549.4% | +42.1% |
| 5Y | +47.7% | +183.0% | -135.3% | +36.2% |
| 10Y | +64.4% | +3,254.9% | -3,190.5% | +41.4% |
| All | +97.5% | +1,679.9% | -1,582.5% | +74.3% |
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 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