+1,489.3%
NRG vs PNR
+467.3%
+1,022.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.8% |
| 7D | -4.7% | -6.0% | +1.4% | -1.7% |
| 30D | -6.0% | -14.0% | +8.0% | +1.3% |
| 3M | -8.0% | -21.7% | +13.7% | +2.2% |
| 6M | -23.2% | -37.3% | +14.1% | -4.6% |
| YTD | -28.1% | -45.1% | +17.1% | -5.0% |
| 1Y | -27.3% | -49.1% | +21.9% | -0.5% |
| 3Y | +208.7% | -14.8% | +223.5% | +224.6% |
| 5Y | +197.7% | -21.0% | +218.7% | +215.6% |
| 10Y | +1,103.3% | +64.7% | +1,038.6% | +726.8% |
| All | +1,489.3% | +467.3% | +1,022.0% | +486.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling