+73.3%
PR vs NTRS
+48.6%
+24.7%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.0% | +0.4% |
| 7D | -0.2% | +0.3% | -0.5% | -0.1% |
| 30D | +10.4% | +0.2% | +10.3% | +10.5% |
| 3M | +21.1% | +13.2% | +7.9% | +21.2% |
| 6M | +28.8% | +36.9% | -8.2% | +27.2% |
| YTD | +71.8% | +39.1% | +32.7% | +69.9% |
| 1Y | +73.3% | +50.4% | +22.9% | +72.9% |
| All | +73.3% | +48.6% | +24.7% | +72.9% |
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