-49.7%
NRG vs PH
+20.3%
-70.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -3.7% | -9.8% | -11.2% |
| 7D | -13.7% | -0.2% | -13.5% | -13.3% |
| 30D | -13.6% | -6.7% | -6.9% | -9.7% |
| 3M | -28.5% | -8.1% | -20.4% | -25.0% |
| 6M | -45.8% | +5.3% | -51.1% | -47.5% |
| YTD | -46.9% | +4.2% | -51.1% | -46.6% |
| 1Y | -49.7% | +19.3% | -69.1% | -48.6% |
| All | -49.7% | +20.3% | -70.0% | -48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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