+1,123.6%
NRG vs PR
+88.3%
+1,035.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.4% | -3.6% |
| 7D | +3.9% | -0.8% | +4.7% | +3.9% |
| 30D | -3.0% | +11.3% | -14.2% | -4.2% |
| 3M | -10.9% | +24.1% | -35.0% | -13.2% |
| 6M | -25.3% | +25.4% | -50.7% | -27.5% |
| YTD | -26.8% | +71.2% | -98.1% | -31.5% |
| 1Y | -23.3% | +78.6% | -101.9% | -28.7% |
| 3Y | +208.6% | +85.2% | +123.4% | +184.7% |
| 5Y | +194.1% | +419.0% | -224.9% | +142.2% |
| 10Y | +1,123.6% | +86.2% | +1,037.3% | +861.4% |
| All | +1,123.6% | +88.3% | +1,035.3% | +861.4% |
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