+89.2%
PR vs NTRS
+161.8%
-72.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -0.8% | +0.9% | -1.7% | -1.2% |
| 30D | +11.3% | -1.2% | +12.5% | +11.6% |
| 3M | +24.1% | +8.8% | +15.3% | +19.6% |
| 6M | +25.4% | +34.7% | -9.3% | +9.8% |
| YTD | +71.2% | +37.2% | +34.0% | +47.7% |
| 1Y | +78.6% | +46.3% | +32.3% | +48.6% |
| All | +89.2% | +161.8% | -72.6% | +18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling