+142.3%
PSA vs NTRA
+1,735.1%
-1,592.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.2% | -2.4% |
| 7D | -2.2% | +1.6% | -3.8% | -2.3% |
| 30D | -9.6% | +3.8% | -13.3% | -9.8% |
| 3M | -7.9% | +48.2% | -56.1% | -10.1% |
| 6M | -2.0% | +61.0% | -62.9% | -5.0% |
| YTD | +15.7% | +44.2% | -28.4% | +12.8% |
| 1Y | +5.8% | +87.3% | -81.5% | +1.4% |
| 3Y | +21.6% | +509.4% | -487.9% | +8.2% |
| 5Y | +13.1% | +175.1% | -162.0% | +1.7% |
| 10Y | +101.3% | +3,203.1% | -3,101.8% | +60.4% |
| All | +142.3% | +1,735.1% | -1,592.8% | +93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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