+84.5%
PR vs NTRS
+189.6%
-105.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.0% |
| 7D | +6.0% | +3.2% | +2.8% | +4.0% |
| 30D | -4.2% | +9.6% | -13.8% | -9.5% |
| 3M | +10.0% | -6.0% | +15.9% | +13.3% |
| 6M | +15.6% | +10.4% | +5.2% | +7.3% |
| YTD | +68.2% | +32.5% | +35.7% | +37.2% |
| 1Y | +79.2% | +41.2% | +38.0% | +40.1% |
| 3Y | +94.9% | +173.4% | -78.5% | -3.7% |
| 5Y | +272.8% | +65.0% | +207.8% | +148.8% |
| All | +84.5% | +189.6% | -105.2% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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