-49.7%
NRG vs PSLV
+7.9%
-57.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +6.0% | -19.5% | -14.3% |
| 7D | -13.7% | -2.6% | -11.1% | -13.4% |
| 30D | -13.6% | -14.2% | +0.6% | -11.6% |
| 3M | -28.5% | -12.2% | -16.3% | -27.1% |
| 6M | -45.8% | -28.1% | -17.7% | -43.5% |
| YTD | -46.9% | -28.2% | -18.7% | -46.8% |
| 1Y | -49.7% | +9.1% | -58.8% | -56.5% |
| All | -49.7% | +7.9% | -57.6% | -56.5% |
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