+193.5%
NRG vs PNC
+51.4%
+142.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.1% |
| 3M | -8.0% | +5.2% | -13.2% | -10.3% |
| 6M | -23.2% | +20.6% | -43.8% | -29.5% |
| YTD | -28.1% | +19.8% | -47.8% | -34.1% |
| 1Y | -27.3% | +24.4% | -51.7% | -34.7% |
| 3Y | +208.7% | +131.2% | +77.4% | +111.1% |
| All | +193.5% | +51.4% | +142.1% | +135.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling