+201.1%
NRG vs PCOR
-43.2%
+244.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.7% | +1.0% |
| 7D | +9.3% | -6.9% | +16.2% | +10.4% |
| 30D | +1.3% | -1.5% | +2.8% | +1.2% |
| 3M | -6.0% | +18.5% | -24.5% | -9.3% |
| 6M | -22.0% | -4.7% | -17.3% | -22.4% |
| YTD | -24.1% | -22.8% | -1.4% | -21.8% |
| 1Y | -18.0% | -20.7% | +2.7% | -16.4% |
| 3Y | +220.0% | -14.6% | +234.6% | +216.6% |
| 5Y | +201.1% | -40.7% | +241.9% | +193.1% |
| All | +201.1% | -43.2% | +244.3% | +193.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling