+1,489.3%
NRG vs PNC
+771.6%
+717.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | -4.7% | -0.6% | -4.1% | -4.5% |
| 30D | -6.0% | -4.4% | -1.6% | -4.6% |
| 3M | -8.0% | +5.2% | -13.2% | -9.6% |
| 6M | -23.2% | +20.6% | -43.8% | -27.6% |
| YTD | -28.1% | +19.8% | -47.8% | -32.3% |
| 1Y | -27.3% | +24.4% | -51.7% | -32.4% |
| 3Y | +208.7% | +131.2% | +77.4% | +135.6% |
| 5Y | +197.7% | +53.1% | +144.5% | +154.0% |
| 10Y | +1,103.3% | +276.8% | +826.6% | +670.4% |
| All | +1,489.3% | +771.6% | +717.7% | +723.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling