+270.5%
NRG vs PL
+84.9%
+185.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.3% | +7.7% | +6.5% |
| 7D | +7.1% | -9.3% | +16.4% | +8.1% |
| 30D | -1.4% | -18.9% | +17.5% | +0.6% |
| 3M | -10.5% | -58.4% | +47.9% | -2.9% |
| 6M | -26.7% | -30.3% | +3.6% | -26.0% |
| YTD | -24.5% | -8.1% | -16.4% | -26.5% |
| 1Y | -18.6% | +180.5% | -199.1% | -31.6% |
| 3Y | +227.1% | +444.1% | -217.0% | +143.7% |
| 5Y | +198.8% | +83.0% | +115.7% | +124.4% |
| All | +270.5% | +84.9% | +185.6% | +178.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling