+77.0%
PR vs NTRS
+38.9%
+38.1%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.0% |
| 7D | +6.7% | +3.7% | +3.0% | +6.9% |
| 30D | -6.1% | +6.1% | -12.2% | -5.7% |
| 3M | +6.9% | -6.7% | +13.6% | +6.6% |
| 6M | +14.6% | +10.5% | +4.1% | +14.6% |
| YTD | +66.1% | +32.0% | +34.1% | +64.4% |
| 1Y | +77.0% | +37.0% | +40.0% | +74.4% |
| All | +77.0% | +38.9% | +38.1% | +74.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling