+85.0%
PR vs NTR
+38.7%
+46.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -0.9% |
| 7D | +2.9% | +8.1% | -5.2% | -0.7% |
| 30D | +18.0% | +18.8% | -0.7% | +9.2% |
| 3M | +16.9% | +16.2% | +0.6% | +9.0% |
| 6M | +28.2% | +9.8% | +18.5% | +22.0% |
| YTD | +69.3% | +30.9% | +38.5% | +48.6% |
| 1Y | +69.5% | +41.8% | +27.7% | +42.7% |
| All | +85.0% | +38.7% | +46.3% | +49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling