+255.4%
PSX vs NTR
+103.6%
+151.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +0.8% |
| 7D | +2.8% | +3.8% | -1.0% | +0.7% |
| 30D | +27.8% | +25.2% | +2.5% | +12.9% |
| 3M | +42.0% | +21.0% | +21.0% | +27.3% |
| 6M | +58.1% | +7.6% | +50.5% | +50.3% |
| YTD | +105.0% | +32.9% | +72.2% | +72.3% |
| 1Y | +104.9% | +43.1% | +61.9% | +63.9% |
| 3Y | +134.1% | +41.6% | +92.5% | +81.9% |
| 5Y | +363.8% | +54.8% | +309.1% | +193.6% |
| All | +255.4% | +103.6% | +151.8% | +57.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling