+127.5%
NRG vs PCOR
+43.2%
+84.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.5% | +8.8% | +10.1% |
| 7D | +2.9% | +22.2% | -19.3% | -0.5% |
| 30D | -9.3% | +36.0% | -45.4% | -14.3% |
| 3M | -17.1% | +34.0% | -51.1% | -21.9% |
| 6M | -28.9% | +43.5% | -72.4% | -34.2% |
| YTD | -37.9% | +5.1% | -43.0% | -37.8% |
| 1Y | -42.7% | -3.9% | -38.8% | -40.7% |
| 3Y | +127.5% | +52.9% | +74.6% | +95.8% |
| All | +127.5% | +43.2% | +84.3% | +95.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling