-23.3%
NRG vs PCOR
-23.7%
+0.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.6% | +0.1% | -3.8% |
| 7D | +3.9% | -9.0% | +12.9% | +3.3% |
| 30D | -3.0% | -7.0% | +4.0% | -3.4% |
| 3M | -10.9% | +18.3% | -29.3% | -10.0% |
| 6M | -25.3% | -7.8% | -17.5% | -24.5% |
| YTD | -26.8% | -25.6% | -1.3% | -25.2% |
| 1Y | -23.3% | -22.7% | -0.6% | -20.1% |
| All | -23.3% | -23.7% | +0.4% | -20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling