+208.7%
NRG vs PPG
-17.4%
+226.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.5% |
| 7D | -4.7% | -6.2% | +1.6% | -2.4% |
| 30D | -6.0% | -7.9% | +2.0% | -3.1% |
| 3M | -8.0% | -10.2% | +2.3% | -4.8% |
| 6M | -23.2% | +2.7% | -25.8% | -24.7% |
| YTD | -28.1% | +4.9% | -32.9% | -30.4% |
| 1Y | -27.3% | -3.2% | -24.1% | -27.4% |
| 3Y | +208.7% | -17.0% | +225.7% | +193.4% |
| All | +208.7% | -17.4% | +226.0% | +193.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling