-29.9%
NRG vs P
+17.1%
-47.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.0% | -0.2% | -2.6% |
| 7D | -0.2% | -4.1% | +4.0% | +0.7% |
| 30D | -6.8% | -14.0% | +7.2% | -4.2% |
| 3M | -7.1% | +41.4% | -48.6% | -14.7% |
| 6M | -27.6% | +54.2% | -81.7% | -36.2% |
| YTD | -29.2% | +40.4% | -69.6% | -36.7% |
| 1Y | -29.9% | +16.0% | -45.8% | -37.2% |
| All | -29.9% | +17.1% | -47.0% | -37.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling