+14.6%
PR vs NTRS
+11.4%
+3.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +1.9% |
| 7D | +6.7% | +3.7% | +3.0% | +7.4% |
| 30D | -6.1% | +6.1% | -12.2% | -4.8% |
| 3M | +6.9% | -6.7% | +13.6% | +5.5% |
| 6M | +14.6% | +10.5% | +4.1% | +16.9% |
| All | +14.6% | +11.4% | +3.2% | +16.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling