+36.4%
PR vs NTR
+103.6%
-67.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.1% |
| 7D | -0.6% | +3.8% | -4.4% | -3.5% |
| 30D | +17.4% | +25.2% | -7.9% | -1.5% |
| 3M | +21.8% | +21.0% | +0.8% | +4.2% |
| 6M | +27.6% | +7.6% | +20.0% | +18.3% |
| YTD | +71.4% | +32.9% | +38.6% | +33.4% |
| 1Y | +78.3% | +43.1% | +35.3% | +28.9% |
| 3Y | +85.5% | +41.6% | +43.9% | +28.7% |
| 5Y | +422.7% | +54.8% | +367.9% | +185.6% |
| All | +36.4% | +103.6% | -67.2% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 10y: compounded portfolio wealth divided by compounded NTR 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…
10y analysis · Full analysis span regression · 6 months rolling