+783.3%
NRG vs PR
+152.2%
+631.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.4% |
| 7D | +0.9% | -9.5% | +10.4% | +2.1% |
| 30D | -9.6% | -5.7% | -3.9% | -9.0% |
| 3M | -17.9% | +3.0% | -20.9% | -18.3% |
| 6M | -29.1% | +11.8% | -40.9% | -30.2% |
| YTD | -38.1% | +58.5% | -96.6% | -41.6% |
| 1Y | -40.9% | +69.9% | -110.8% | -44.7% |
| 3Y | +124.4% | +84.9% | +39.5% | +107.7% |
| 5Y | +215.7% | +246.4% | -30.7% | +170.5% |
| 10Y | +981.5% | +70.3% | +911.2% | +757.6% |
| All | +783.3% | +152.2% | +631.0% | +664.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling