+26.1%
PR vs NTR
+83.5%
-57.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.1% |
| 7D | -9.5% | +4.1% | -13.6% | -12.6% |
| 30D | -5.7% | +7.0% | -12.6% | -10.9% |
| 3M | +3.0% | +9.7% | -6.7% | -5.0% |
| 6M | +11.8% | +7.4% | +4.4% | +4.2% |
| YTD | +58.5% | +19.8% | +38.7% | +32.6% |
| 1Y | +69.9% | +25.4% | +44.5% | +36.3% |
| 3Y | +84.9% | +48.6% | +36.3% | +21.7% |
| 5Y | +246.4% | +24.0% | +222.4% | +130.6% |
| All | +26.1% | +83.5% | -57.4% | -28.5% |
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