+684.0%
NRG vs P
+535.2%
+148.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.5% |
| 7D | +10.0% | +11.6% | -1.6% | +7.4% |
| 30D | -3.2% | -23.7% | +20.4% | +2.1% |
| 3M | -18.5% | -8.0% | -10.5% | -17.9% |
| 6M | -25.3% | +27.9% | -53.2% | -31.1% |
| YTD | -38.1% | +61.2% | -99.3% | -46.3% |
| 1Y | -40.7% | +28.6% | -69.3% | -46.7% |
| 3Y | +121.8% | +200.5% | -78.7% | +61.2% |
| 5Y | +209.2% | +282.9% | -73.7% | +107.8% |
| 10Y | +981.4% | +665.9% | +315.5% | +498.4% |
| All | +684.0% | +535.2% | +148.8% | +320.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling