-40.7%
NRG vs PCOR
+1.3%
-42.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -0.9% |
| 7D | +10.0% | +3.0% | +6.9% | +10.4% |
| 30D | -3.2% | +38.7% | -41.9% | +1.3% |
| 3M | -18.5% | +24.9% | -43.4% | -15.3% |
| 6M | -25.3% | +68.8% | -94.1% | -20.5% |
| YTD | -38.1% | +6.7% | -44.8% | -35.1% |
| 1Y | -40.7% | +3.0% | -43.7% | -36.6% |
| All | -40.7% | +1.3% | -42.0% | -36.6% |
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