+228.0%
NRG vs PL
+475.2%
-247.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.3% | +7.7% | +6.6% |
| 7D | +7.1% | -9.3% | +16.4% | +8.2% |
| 30D | -1.4% | -18.9% | +17.5% | +0.8% |
| 3M | -10.5% | -58.4% | +47.9% | -2.2% |
| 6M | -26.7% | -30.3% | +3.6% | -26.0% |
| YTD | -24.5% | -8.1% | -16.4% | -26.9% |
| 1Y | -18.6% | +180.5% | -199.1% | -33.6% |
| All | +228.0% | +475.2% | -247.2% | +112.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling