-27.3%
NRG vs PAAS
+40.5%
-67.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.7% |
| 7D | -4.7% | -1.9% | -2.7% | -4.3% |
| 30D | -6.0% | -3.6% | -2.4% | -5.6% |
| 3M | -8.0% | +8.6% | -16.5% | -10.4% |
| 6M | -23.2% | -16.7% | -6.5% | -21.6% |
| YTD | -28.1% | -1.9% | -26.1% | -29.7% |
| 1Y | -27.3% | +38.0% | -65.3% | -35.9% |
| All | -27.3% | +40.5% | -67.8% | -35.9% |
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