+2,521.4%
PWR vs NTRA
+3,199.2%
-677.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.9% | +4.3% | +5.0% |
| 7D | +4.2% | +0.2% | +4.0% | +4.1% |
| 30D | -4.0% | +4.1% | -8.2% | -4.7% |
| 3M | -4.8% | +50.0% | -54.8% | -11.2% |
| 6M | +14.6% | +67.3% | -52.7% | +4.5% |
| YTD | +54.2% | +43.6% | +10.7% | +43.8% |
| 1Y | +67.1% | +89.2% | -22.1% | +49.0% |
| 3Y | +218.5% | +502.5% | -284.1% | +135.1% |
| 5Y | +466.3% | +173.8% | +292.5% | +339.8% |
| All | +2,521.4% | +3,199.2% | -677.8% | +1,325.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling