-18.6%
NRG vs PAAS
+54.7%
-73.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.4% | +8.8% | +6.9% |
| 7D | +7.1% | -2.9% | +10.0% | +7.7% |
| 30D | -1.4% | +6.8% | -8.2% | -3.3% |
| 3M | -10.5% | -2.9% | -7.6% | -10.8% |
| 6M | -26.7% | -16.4% | -10.3% | -25.2% |
| YTD | -24.5% | 0.0% | -24.6% | -26.5% |
| 1Y | -18.6% | +54.3% | -72.9% | -29.8% |
| All | -18.6% | +54.7% | -73.3% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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