+1,567.2%
NRG vs PAAS
+391.4%
+1,175.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.4% | +8.8% | +6.8% |
| 7D | +7.1% | -2.9% | +10.0% | +7.6% |
| 30D | -1.4% | +6.8% | -8.2% | -2.8% |
| 3M | -10.5% | -2.9% | -7.6% | -10.5% |
| 6M | -26.7% | -16.4% | -10.3% | -25.2% |
| YTD | -24.5% | 0.0% | -24.6% | -25.8% |
| 1Y | -18.6% | +54.3% | -72.9% | -26.1% |
| 3Y | +227.1% | +230.7% | -3.5% | +151.3% |
| 5Y | +198.8% | +111.6% | +87.1% | +140.6% |
| 10Y | +1,122.3% | +211.7% | +910.5% | +708.7% |
| All | +1,567.2% | +391.4% | +1,175.8% | +766.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling