+362.6%
PSX vs NTRA
+172.0%
+190.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +15.3% |
| 3M | +46.5% | +50.0% | -3.6% | +41.9% |
| 6M | +55.0% | +67.3% | -12.3% | +48.2% |
| YTD | +105.3% | +43.6% | +61.7% | +98.4% |
| 1Y | +101.6% | +89.2% | +12.3% | +89.5% |
| 3Y | +134.1% | +502.5% | -368.4% | +94.5% |
| All | +362.6% | +172.0% | +190.5% | +304.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling