+187.7%
NRG vs PR
+222.5%
-34.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.9% | +7.7% | +9.1% |
| 7D | -7.6% | -16.4% | +8.8% | -3.5% |
| 30D | -18.3% | -1.9% | -16.4% | -17.9% |
| 3M | -25.5% | +8.0% | -33.4% | -27.1% |
| 6M | -40.9% | +4.1% | -45.0% | -41.9% |
| YTD | -43.7% | +58.7% | -102.4% | -50.6% |
| 1Y | -47.3% | +75.8% | -123.2% | -55.1% |
| 3Y | +103.2% | +73.2% | +30.0% | +71.8% |
| All | +187.7% | +222.5% | -34.8% | +117.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling