+208.7%
NRG vs PNR
-14.5%
+223.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.8% |
| 7D | -4.7% | -6.0% | +1.4% | -1.6% |
| 30D | -6.0% | -14.0% | +8.0% | +1.6% |
| 3M | -8.0% | -21.7% | +13.7% | +2.6% |
| 6M | -23.2% | -37.3% | +14.1% | -2.6% |
| YTD | -28.1% | -45.1% | +17.1% | -2.2% |
| 1Y | -27.3% | -49.1% | +21.9% | +3.3% |
| 3Y | +208.7% | -14.8% | +223.5% | +260.4% |
| All | +208.7% | -14.5% | +223.1% | +260.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling