-18.6%
NRG vs PNR
-43.1%
+24.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.3% | +6.1% | +6.3% |
| 7D | +7.1% | -2.4% | +9.5% | +7.9% |
| 30D | -1.4% | -12.8% | +11.3% | +2.8% |
| 3M | -10.5% | -17.0% | +6.5% | -5.6% |
| 6M | -26.7% | -37.4% | +10.7% | -14.5% |
| YTD | -24.5% | -41.6% | +17.1% | -10.5% |
| 1Y | -18.6% | -44.6% | +26.1% | -2.0% |
| All | -18.6% | -43.1% | +24.5% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling