+203.7%
NRG vs PTC
-10.7%
+214.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | -0.2% | -14.2% | +14.1% | +2.1% |
| 30D | -6.8% | -14.4% | +7.6% | -4.8% |
| 3M | -7.1% | -4.7% | -2.4% | -7.1% |
| 6M | -27.6% | -19.3% | -8.3% | -23.8% |
| YTD | -29.2% | -26.1% | -3.1% | -23.4% |
| 1Y | -29.9% | -37.1% | +7.2% | -19.1% |
| All | +203.7% | -10.7% | +214.4% | +170.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling