+924.9%
NRG vs PR
+86.0%
+838.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.1% |
| 7D | +10.0% | +6.0% | +4.0% | +9.2% |
| 30D | -3.2% | -4.2% | +1.0% | -2.7% |
| 3M | -18.5% | +10.0% | -28.5% | -19.5% |
| 6M | -25.3% | +15.6% | -40.9% | -26.8% |
| YTD | -38.1% | +68.2% | -106.3% | -42.0% |
| 1Y | -40.7% | +79.2% | -119.9% | -44.9% |
| 3Y | +121.8% | +94.9% | +26.9% | +103.7% |
| 5Y | +209.2% | +272.8% | -63.5% | +162.2% |
| All | +924.9% | +86.0% | +838.9% | +692.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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