-27.3%
NRG vs PR
+77.1%
-104.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.6% |
| 7D | -4.7% | +1.8% | -6.5% | -4.6% |
| 30D | -6.0% | +10.9% | -16.8% | -6.0% |
| 3M | -8.0% | +24.5% | -32.5% | -7.4% |
| 6M | -23.2% | +25.0% | -48.1% | -23.0% |
| YTD | -28.1% | +72.4% | -100.4% | -29.1% |
| 1Y | -27.3% | +77.2% | -104.5% | -29.4% |
| All | -27.3% | +77.1% | -104.4% | -29.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling