+121.8%
NRG vs PAAS
+195.7%
-73.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | +10.0% | -8.9% | +18.9% | +11.6% |
| 30D | -3.2% | -11.4% | +8.2% | -1.5% |
| 3M | -18.5% | -20.4% | +1.9% | -15.7% |
| 6M | -25.3% | -40.7% | +15.4% | -19.6% |
| YTD | -38.1% | -26.9% | -11.2% | -35.9% |
| 1Y | -40.7% | -3.1% | -37.6% | -41.2% |
| 3Y | +121.8% | +199.3% | -77.5% | +85.9% |
| All | +121.8% | +195.7% | -73.9% | +85.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling