+378.1%
PSX vs NTRA
+3,199.2%
-2,821.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.3% |
| 7D | +1.7% | +0.2% | +1.5% | +1.7% |
| 30D | +15.6% | +4.1% | +11.5% | +15.1% |
| 3M | +46.5% | +50.0% | -3.6% | +39.6% |
| 6M | +55.0% | +67.3% | -12.3% | +45.1% |
| YTD | +105.3% | +43.6% | +61.7% | +94.9% |
| 1Y | +101.6% | +89.2% | +12.3% | +84.9% |
| 3Y | +134.1% | +502.5% | -368.4% | +83.3% |
| 5Y | +368.7% | +173.8% | +194.9% | +283.4% |
| All | +378.1% | +3,199.2% | -2,821.1% | +169.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling