+1,065.2%
NRG vs PPG
+26.9%
+1,038.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.4% |
| 7D | -4.7% | -6.2% | +1.6% | -1.9% |
| 30D | -6.0% | -7.9% | +2.0% | -2.4% |
| 3M | -8.0% | -10.2% | +2.3% | -4.1% |
| 6M | -23.2% | +2.7% | -25.8% | -24.9% |
| YTD | -28.1% | +4.9% | -32.9% | -30.7% |
| 1Y | -27.3% | -3.2% | -24.1% | -27.7% |
| 3Y | +208.7% | -17.0% | +225.7% | +222.0% |
| 5Y | +197.7% | -23.3% | +221.0% | +214.1% |
| All | +1,065.2% | +26.9% | +1,038.3% | +775.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling