-49.7%
NRG vs PAAS
+24.3%
-74.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +8.4% | -21.9% | -15.0% |
| 7D | -13.7% | -1.1% | -12.6% | -13.6% |
| 30D | -13.6% | -8.5% | -5.1% | -12.0% |
| 3M | -28.5% | -7.3% | -21.2% | -27.9% |
| 6M | -45.8% | -18.3% | -27.5% | -44.3% |
| YTD | -46.9% | -19.2% | -27.8% | -46.2% |
| 1Y | -49.7% | +26.1% | -75.9% | -56.0% |
| All | -49.7% | +24.3% | -74.0% | -56.0% |
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