-18.6%
NRG vs PSLV
+57.1%
-75.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.2% | +7.6% | +6.6% |
| 7D | +7.1% | -0.6% | +7.8% | +7.2% |
| 30D | -1.4% | +7.3% | -8.7% | -2.5% |
| 3M | -10.5% | -7.4% | -3.0% | -9.9% |
| 6M | -26.7% | -20.3% | -6.5% | -25.4% |
| YTD | -24.5% | -8.2% | -16.3% | -27.1% |
| 1Y | -18.6% | +57.9% | -76.5% | -33.2% |
| All | -18.6% | +57.1% | -75.7% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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