+213.9%
NRG vs P
+144.8%
+69.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.0% | +0.5% | -2.5% |
| 7D | +3.9% | +5.0% | -1.2% | +2.5% |
| 30D | -3.0% | -0.9% | -2.0% | -3.3% |
| 3M | -10.9% | +38.7% | -49.6% | -19.6% |
| 6M | -25.3% | +54.4% | -79.7% | -35.8% |
| YTD | -26.8% | +44.8% | -71.7% | -36.5% |
| 1Y | -23.3% | +22.5% | -45.8% | -32.0% |
| All | +213.9% | +144.8% | +69.1% | +129.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling