+92.6%
PPL vs NTRA
+1,723.2%
-1,630.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +2.7% | +0.6% | +2.1% | +2.6% |
| 30D | +0.5% | +19.5% | -19.0% | -0.3% |
| 3M | +0.7% | +47.8% | -47.1% | -1.0% |
| 6M | -7.6% | +61.6% | -69.2% | -9.6% |
| YTD | +1.8% | +43.3% | -41.4% | 0.0% |
| 1Y | -0.8% | +97.0% | -97.8% | -3.9% |
| 3Y | +56.9% | +424.9% | -368.0% | +44.4% |
| 5Y | +39.5% | +165.2% | -125.7% | +29.2% |
| 10Y | +55.4% | +3,114.3% | -3,058.9% | +33.6% |
| All | +92.6% | +1,723.2% | -1,630.6% | +70.1% |
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