-18.6%
NRG vs PPG
+5.2%
-23.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.6% | +4.8% | +6.0% |
| 7D | +7.1% | -1.5% | +8.6% | +7.5% |
| 30D | -1.4% | -5.0% | +3.5% | -0.4% |
| 3M | -10.5% | +1.1% | -11.6% | -11.1% |
| 6M | -26.7% | -3.2% | -23.6% | -28.6% |
| YTD | -24.5% | +11.9% | -36.4% | -25.2% |
| 1Y | -18.6% | +5.3% | -23.9% | -20.7% |
| All | -18.6% | +5.2% | -23.8% | -20.7% |
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