+208.7%
NRG vs PNC
+131.1%
+77.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.4% |
| 7D | -4.7% | -0.6% | -4.1% | -4.4% |
| 30D | -6.0% | -4.4% | -1.6% | -4.0% |
| 3M | -8.0% | +5.2% | -13.2% | -10.5% |
| 6M | -23.2% | +20.6% | -43.8% | -30.1% |
| YTD | -28.1% | +19.8% | -47.8% | -34.7% |
| 1Y | -27.3% | +24.4% | -51.7% | -35.4% |
| 3Y | +208.7% | +131.2% | +77.4% | +116.9% |
| All | +208.7% | +131.1% | +77.5% | +116.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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