+133.3%
PSX vs NTRA
+502.5%
-369.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.8% |
| 7D | +1.5% | -0.5% | +2.0% | +1.5% |
| 30D | +15.8% | +4.3% | +11.5% | +15.7% |
| 3M | +43.0% | +50.6% | -7.6% | +41.3% |
| 6M | +61.1% | +63.9% | -2.8% | +58.2% |
| YTD | +104.5% | +42.4% | +62.2% | +102.3% |
| 1Y | +102.5% | +92.1% | +10.4% | +94.5% |
| All | +133.3% | +502.5% | -369.2% | +106.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling