+1,128.3%
PSX vs NTRS
+489.5%
+638.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.2% | -1.6% |
| 7D | +1.5% | +0.3% | +1.2% | +1.3% |
| 30D | +15.8% | +0.2% | +15.7% | +15.6% |
| 3M | +43.0% | +13.2% | +29.8% | +32.5% |
| 6M | +61.1% | +36.9% | +24.2% | +32.2% |
| YTD | +104.5% | +39.1% | +65.4% | +65.4% |
| 1Y | +102.5% | +50.4% | +52.1% | +55.5% |
| 3Y | +133.5% | +166.8% | -33.3% | +22.9% |
| 5Y | +367.0% | +92.9% | +274.1% | +185.7% |
| 10Y | +382.3% | +255.7% | +126.7% | +92.4% |
| All | +1,128.3% | +489.5% | +638.9% | +218.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling