+668.3%
NRG vs PSLV
+109.5%
+558.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.6% |
| 7D | -4.7% | -3.5% | -1.2% | -4.2% |
| 30D | -6.0% | -2.1% | -3.8% | -5.7% |
| 3M | -8.0% | -1.6% | -6.3% | -8.0% |
| 6M | -23.2% | -25.5% | +2.3% | -20.4% |
| YTD | -28.1% | -11.4% | -16.6% | -28.6% |
| 1Y | -27.3% | +48.6% | -75.8% | -33.5% |
| 3Y | +208.7% | +166.9% | +41.8% | +159.0% |
| 5Y | +197.7% | +152.4% | +45.2% | +149.3% |
| 10Y | +1,103.3% | +187.8% | +915.6% | +858.6% |
| All | +668.3% | +109.5% | +558.8% | +504.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling