+193.5%
NRG vs PH
+251.9%
-58.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +0.6% |
| 7D | -4.7% | -1.3% | -3.4% | -3.9% |
| 30D | -6.0% | -11.0% | +5.0% | +0.8% |
| 3M | -8.0% | +5.5% | -13.5% | -11.1% |
| 6M | -23.2% | +1.5% | -24.6% | -24.3% |
| YTD | -28.1% | +8.8% | -36.8% | -31.8% |
| 1Y | -27.3% | +24.5% | -51.8% | -36.6% |
| 3Y | +208.7% | +141.2% | +67.5% | +95.1% |
| All | +193.5% | +251.9% | -58.5% | +54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling