+1,065.2%
NRG vs PTC
+205.0%
+860.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.1% |
| 7D | -4.7% | -7.3% | +2.6% | -2.4% |
| 30D | -6.0% | -11.6% | +5.7% | -2.7% |
| 3M | -8.0% | +10.5% | -18.4% | -12.4% |
| 6M | -23.2% | -17.8% | -5.3% | -19.9% |
| YTD | -28.1% | -24.9% | -3.1% | -22.9% |
| 1Y | -27.3% | -36.8% | +9.6% | -17.0% |
| 3Y | +208.7% | -8.7% | +217.4% | +199.8% |
| 5Y | +197.7% | +4.1% | +193.5% | +170.3% |
| All | +1,065.2% | +205.0% | +860.2% | +460.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling