+201.1%
NRG vs PR
+409.5%
-208.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.2% |
| 7D | +9.3% | -0.6% | +9.8% | +9.4% |
| 30D | +1.3% | +17.4% | -16.1% | -2.6% |
| 3M | -6.0% | +21.8% | -27.7% | -10.6% |
| 6M | -22.0% | +27.6% | -49.6% | -27.1% |
| YTD | -24.1% | +71.4% | -95.6% | -34.2% |
| 1Y | -18.0% | +78.3% | -96.4% | -29.9% |
| 3Y | +220.0% | +85.5% | +134.5% | +167.6% |
| 5Y | +201.1% | +422.7% | -221.5% | +110.0% |
| All | +201.1% | +409.5% | -208.4% | +110.0% |
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