+203.7%
NRG vs PH
+133.8%
+69.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.1% |
| 7D | -0.2% | -3.1% | +3.0% | +2.2% |
| 30D | -6.8% | -11.8% | +5.0% | +2.0% |
| 3M | -7.1% | +6.9% | -14.1% | -12.0% |
| 6M | -27.6% | -1.3% | -26.3% | -27.5% |
| YTD | -29.2% | +7.0% | -36.2% | -33.0% |
| 1Y | -29.9% | +23.1% | -53.0% | -40.6% |
| All | +203.7% | +133.8% | +69.9% | +79.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling