+380.2%
PSX vs NTRA
+1,700.8%
-1,320.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.7% |
| 7D | +2.8% | +1.1% | +1.8% | +2.7% |
| 30D | +27.8% | +0.6% | +27.1% | +27.6% |
| 3M | +42.0% | +51.8% | -9.8% | +35.4% |
| 6M | +58.1% | +63.6% | -5.5% | +48.7% |
| YTD | +105.0% | +41.5% | +63.5% | +95.3% |
| 1Y | +104.9% | +93.6% | +11.3% | +88.1% |
| 3Y | +134.1% | +498.0% | -364.0% | +85.5% |
| 5Y | +363.8% | +172.5% | +191.4% | +282.1% |
| 10Y | +370.1% | +2,960.8% | -2,590.7% | +176.0% |
| All | +380.2% | +1,700.8% | -1,320.6% | +193.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling