+99.6%
PSX vs NTRA
+96.0%
+3.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +4.5% | +0.6% | +4.0% | +4.6% |
| 30D | +26.6% | +19.5% | +7.1% | +29.5% |
| 3M | +39.3% | +47.8% | -8.5% | +47.1% |
| 6M | +56.8% | +61.6% | -4.8% | +68.7% |
| YTD | +101.8% | +43.3% | +58.6% | +113.4% |
| 1Y | +99.6% | +97.0% | +2.6% | +109.8% |
| All | +99.6% | +96.0% | +3.6% | +109.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling