+1,489.3%
NRG vs PBR
+1,575.9%
-86.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.5% | +1.9% |
| 7D | -4.7% | +5.4% | -10.0% | -6.2% |
| 30D | -6.0% | +22.9% | -28.8% | -12.0% |
| 3M | -8.0% | +19.6% | -27.6% | -13.4% |
| 6M | -23.2% | +16.5% | -39.6% | -27.5% |
| YTD | -28.1% | +86.7% | -114.7% | -41.6% |
| 1Y | -27.3% | +74.7% | -102.0% | -39.9% |
| 3Y | +208.7% | +102.6% | +106.1% | +138.9% |
| 5Y | +197.7% | +566.6% | -368.9% | +48.3% |
| 10Y | +1,103.3% | +686.1% | +417.3% | +358.9% |
| All | +1,489.3% | +1,575.9% | -86.6% | +366.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling