+856.3%
NRG vs P
+485.4%
+370.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.4% | +5.0% | +6.1% |
| 7D | +7.1% | +6.5% | +0.6% | +5.6% |
| 30D | -1.4% | +18.8% | -20.2% | -5.6% |
| 3M | -10.5% | +26.7% | -37.2% | -16.0% |
| 6M | -26.7% | +62.2% | -88.9% | -35.6% |
| YTD | -24.5% | +48.5% | -73.0% | -32.7% |
| 1Y | -18.6% | +26.4% | -45.0% | -26.0% |
| 3Y | +227.1% | +159.4% | +67.7% | +146.9% |
| 5Y | +198.8% | +275.8% | -77.0% | +103.5% |
| 10Y | +1,122.3% | +732.0% | +390.2% | +582.8% |
| All | +856.3% | +485.4% | +370.9% | +426.9% |
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