+283.1%
NRG vs PCOR
-36.6%
+319.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -4.7% | -8.2% | +3.5% | -3.4% |
| 30D | -6.0% | -8.1% | +2.2% | -5.0% |
| 3M | -8.0% | +26.2% | -34.2% | -12.1% |
| 6M | -23.2% | -5.0% | -18.1% | -23.7% |
| YTD | -28.1% | -26.8% | -1.3% | -25.4% |
| 1Y | -27.3% | -24.6% | -2.7% | -25.2% |
| 3Y | +208.7% | -19.6% | +228.3% | +208.6% |
| 5Y | +197.7% | -42.4% | +240.0% | +193.0% |
| All | +283.1% | -36.6% | +319.7% | +279.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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