+1,065.2%
NRG vs PBR
+697.0%
+368.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.5% | +1.8% |
| 7D | -4.7% | +5.4% | -10.0% | -5.9% |
| 30D | -6.0% | +22.9% | -28.8% | -10.7% |
| 3M | -8.0% | +19.6% | -27.6% | -12.2% |
| 6M | -23.2% | +16.5% | -39.6% | -26.5% |
| YTD | -28.1% | +86.7% | -114.7% | -38.8% |
| 1Y | -27.3% | +74.7% | -102.0% | -37.3% |
| 3Y | +208.7% | +102.6% | +106.1% | +153.0% |
| 5Y | +197.7% | +566.6% | -368.9% | +72.4% |
| All | +1,065.2% | +697.0% | +368.2% | +405.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 10y: compounded portfolio wealth divided by compounded PBR 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…
10y analysis · Full analysis span regression · 6 months rolling