+201.1%
NRG vs PL
+79.0%
+122.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.7% |
| 7D | +9.3% | -7.5% | +16.8% | +10.1% |
| 30D | +1.3% | -25.6% | +26.9% | +4.3% |
| 3M | -6.0% | -45.6% | +39.6% | -0.6% |
| 6M | -22.0% | -29.5% | +7.6% | -21.3% |
| YTD | -24.1% | -9.7% | -14.4% | -26.0% |
| 1Y | -18.0% | +84.4% | -102.4% | -27.0% |
| 3Y | +220.0% | +550.0% | -330.0% | +135.4% |
| 5Y | +201.1% | +79.0% | +122.1% | +119.9% |
| All | +201.1% | +79.0% | +122.1% | +119.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling