+1,065.2%
NRG vs PEG
+148.0%
+917.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | -4.7% | -0.9% | -3.8% | -4.0% |
| 30D | -6.0% | -3.7% | -2.2% | -3.0% |
| 3M | -8.0% | -7.3% | -0.7% | -2.1% |
| 6M | -23.2% | -10.5% | -12.7% | -15.6% |
| YTD | -28.1% | -7.5% | -20.6% | -22.8% |
| 1Y | -27.3% | -8.7% | -18.5% | -21.4% |
| 3Y | +208.7% | +31.4% | +177.3% | +158.5% |
| 5Y | +197.7% | +37.8% | +159.9% | +137.2% |
| All | +1,065.2% | +148.0% | +917.2% | +502.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 10y: compounded portfolio wealth divided by compounded PEG 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…
10y analysis · Full analysis span regression · 6 months rolling