-27.3%
NRG vs PTC
-36.4%
+9.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.9% |
| 7D | -4.7% | -7.3% | +2.6% | -6.0% |
| 30D | -6.0% | -11.6% | +5.7% | -8.1% |
| 3M | -8.0% | +10.5% | -18.4% | -6.3% |
| 6M | -23.2% | -17.8% | -5.3% | -21.7% |
| YTD | -28.1% | -24.9% | -3.1% | -25.4% |
| 1Y | -27.3% | -36.8% | +9.6% | -18.5% |
| All | -27.3% | -36.4% | +9.2% | -18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling