+99.6%
PSX vs NTRS
+46.5%
+53.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | +4.5% | -0.1% | +4.6% | +4.5% |
| 30D | +26.6% | +1.2% | +25.4% | +26.4% |
| 3M | +39.3% | +8.3% | +30.9% | +37.6% |
| 6M | +56.8% | +30.0% | +26.8% | +50.1% |
| YTD | +101.8% | +38.0% | +63.8% | +88.1% |
| 1Y | +99.6% | +47.4% | +52.2% | +83.7% |
| All | +99.6% | +46.5% | +53.1% | +83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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