+181.7%
NRG vs PL
+20.8%
+160.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +10.4% | -0.8% | +8.5% |
| 7D | -7.6% | -6.8% | -0.8% | -6.9% |
| 30D | -18.3% | -29.3% | +11.0% | -15.3% |
| 3M | -25.5% | -44.8% | +19.3% | -20.9% |
| 6M | -40.9% | -68.4% | +27.5% | -34.3% |
| YTD | -43.7% | -36.4% | -7.4% | -43.1% |
| 1Y | -47.3% | +0.7% | -48.1% | -49.8% |
| 3Y | +103.2% | +455.3% | -352.1% | +53.1% |
| All | +181.7% | +20.8% | +160.9% | +127.1% |
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