+164.4%
PR vs NTRS
+246.2%
-81.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.3% |
| 7D | +6.7% | +3.7% | +3.0% | +4.5% |
| 30D | -6.1% | +6.1% | -12.2% | -9.5% |
| 3M | +6.9% | -6.7% | +13.6% | +10.4% |
| 6M | +14.6% | +10.5% | +4.1% | +6.7% |
| YTD | +66.1% | +32.0% | +34.1% | +36.9% |
| 1Y | +77.0% | +37.0% | +40.0% | +42.3% |
| 3Y | +93.8% | +173.6% | -79.8% | -1.1% |
| 5Y | +268.2% | +64.4% | +203.8% | +150.5% |
| 10Y | +82.3% | +191.4% | -109.0% | +17.3% |
| All | +164.4% | +246.2% | -81.8% | +69.2% |
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