-25.5%
NRG vs PL
-43.0%
+17.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +10.4% | -0.8% | +6.1% |
| 7D | -7.6% | -6.8% | -0.8% | -6.4% |
| 30D | -18.3% | -29.3% | +11.0% | -14.3% |
| 3M | -25.5% | -44.8% | +19.3% | -18.5% |
| All | -25.5% | -43.0% | +17.5% | -18.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling