+703.0%
NRG vs PR
+152.6%
+550.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.9% | +7.7% | +9.4% |
| 7D | -7.6% | -16.4% | +8.8% | -5.7% |
| 30D | -18.3% | -1.9% | -16.4% | -18.1% |
| 3M | -25.5% | +8.0% | -33.4% | -26.2% |
| 6M | -40.9% | +4.1% | -45.0% | -41.3% |
| YTD | -43.7% | +58.7% | -102.4% | -46.9% |
| 1Y | -47.3% | +75.8% | -123.2% | -50.9% |
| 3Y | +103.2% | +73.2% | +30.0% | +89.2% |
| 5Y | +176.7% | +230.1% | -53.5% | +138.0% |
| 10Y | +886.8% | +67.4% | +819.5% | +681.2% |
| All | +703.0% | +152.6% | +550.5% | +595.0% |
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 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