+203.8%
NRG vs PL
+45.6%
+158.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | +0.9% | +5.6% | -4.7% | +0.3% |
| 30D | -9.6% | -16.9% | +7.3% | -7.9% |
| 3M | -17.9% | -38.2% | +20.3% | -14.0% |
| 6M | -29.1% | -63.4% | +34.4% | -22.4% |
| YTD | -38.1% | -27.6% | -10.5% | -38.3% |
| 1Y | -40.9% | +6.6% | -47.5% | -44.0% |
| 3Y | +124.4% | +557.6% | -433.2% | +66.0% |
| 5Y | +215.7% | +39.5% | +176.2% | +145.6% |
| All | +203.8% | +45.6% | +158.1% | +133.6% |
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