+133.3%
PSX vs NTR
+37.3%
+96.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | 0.0% |
| 7D | +1.5% | -2.5% | +4.0% | +2.4% |
| 30D | +15.8% | +17.0% | -1.2% | +9.4% |
| 3M | +43.0% | +22.2% | +20.8% | +32.9% |
| 6M | +61.1% | +5.2% | +55.9% | +57.3% |
| YTD | +104.5% | +29.7% | +74.9% | +85.8% |
| 1Y | +102.5% | +39.4% | +63.1% | +78.9% |
| All | +133.3% | +37.3% | +96.0% | +100.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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