+301.9%
NRG vs PCOR
-30.9%
+332.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -4.3% | +10.7% | +7.1% |
| 7D | +7.1% | -9.0% | +16.1% | +8.6% |
| 30D | -1.4% | +4.2% | -5.6% | -2.3% |
| 3M | -10.5% | +14.4% | -24.9% | -12.9% |
| 6M | -26.7% | +0.2% | -26.9% | -27.8% |
| YTD | -24.5% | -20.3% | -4.3% | -22.7% |
| 1Y | -18.6% | -16.1% | -2.4% | -17.8% |
| 3Y | +227.1% | -14.7% | +241.9% | +223.9% |
| 5Y | +198.8% | -43.2% | +241.9% | +190.3% |
| All | +301.9% | -30.9% | +332.8% | +293.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling