+194.1%
NRG vs PAAS
+122.5%
+71.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.7% | -7.3% | -4.1% |
| 7D | +3.9% | +2.6% | +1.2% | +3.4% |
| 30D | -3.0% | +2.5% | -5.5% | -3.6% |
| 3M | -10.9% | +15.1% | -26.0% | -13.2% |
| 6M | -25.3% | -12.1% | -13.2% | -24.7% |
| YTD | -26.8% | +3.1% | -29.9% | -28.2% |
| 1Y | -23.3% | +50.8% | -74.1% | -28.8% |
| 3Y | +208.6% | +259.5% | -50.9% | +147.7% |
| 5Y | +194.1% | +126.3% | +67.8% | +146.6% |
| All | +194.1% | +122.5% | +71.6% | +146.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling