+1,046.6%
NRG vs P
+684.8%
+361.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.0% | -0.2% | -2.5% |
| 7D | -0.2% | -4.1% | +4.0% | +0.8% |
| 30D | -6.8% | -14.0% | +7.2% | -3.8% |
| 3M | -7.1% | +41.4% | -48.6% | -15.4% |
| 6M | -27.6% | +54.2% | -81.7% | -36.1% |
| YTD | -29.2% | +40.4% | -69.6% | -36.5% |
| 1Y | -29.9% | +16.0% | -45.8% | -35.4% |
| 3Y | +198.7% | +140.7% | +58.0% | +124.6% |
| 5Y | +192.9% | +256.3% | -63.4% | +95.8% |
| All | +1,046.6% | +684.8% | +361.8% | +548.0% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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