+169.5%
PR vs NTRS
+263.6%
-94.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +2.9% | +0.4% | +2.5% | +2.6% |
| 30D | +18.0% | +1.7% | +16.3% | +16.7% |
| 3M | +16.9% | +8.9% | +8.0% | +10.4% |
| 6M | +28.2% | +30.6% | -2.4% | +7.7% |
| YTD | +69.3% | +38.7% | +30.6% | +36.3% |
| 1Y | +69.5% | +48.1% | +21.4% | +30.2% |
| 3Y | +81.7% | +165.5% | -83.8% | -5.6% |
| 5Y | +422.2% | +85.6% | +336.7% | +230.2% |
| 10Y | +110.4% | +246.1% | -135.7% | +31.6% |
| All | +169.5% | +263.6% | -94.2% | +68.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling