+259.1%
NRG vs PL
+75.7%
+183.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.3% | -0.3% | -3.2% |
| 7D | +3.9% | -13.9% | +17.7% | +5.4% |
| 30D | -3.0% | -25.5% | +22.5% | 0.0% |
| 3M | -10.9% | -44.8% | +33.8% | -5.9% |
| 6M | -25.3% | -33.3% | +8.0% | -24.2% |
| YTD | -26.8% | -12.7% | -14.2% | -28.4% |
| 1Y | -23.3% | +90.9% | -114.2% | -31.9% |
| 3Y | +208.6% | +528.5% | -319.9% | +127.8% |
| 5Y | +194.1% | +72.7% | +121.4% | +122.6% |
| All | +259.1% | +75.7% | +183.4% | +171.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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