-49.7%
NRG vs PPG
+38.5%
-88.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +5.0% | -18.5% | -14.6% |
| 7D | -13.7% | +7.5% | -21.2% | -15.5% |
| 30D | -13.6% | +20.9% | -34.5% | -18.5% |
| 3M | -28.5% | +8.7% | -37.2% | -30.5% |
| 6M | -45.8% | +23.8% | -69.6% | -49.8% |
| YTD | -46.9% | +26.5% | -73.5% | -51.3% |
| 1Y | -49.7% | +37.6% | -87.3% | -53.4% |
| All | -49.7% | +38.5% | -88.2% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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