+1,516.1%
NRG vs PTC
+1,328.1%
+188.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.3% | -0.3% | -2.5% |
| 7D | +3.9% | -13.6% | +17.4% | +8.4% |
| 30D | -3.0% | -14.7% | +11.7% | +1.5% |
| 3M | -10.9% | -5.9% | -5.0% | -10.8% |
| 6M | -25.3% | -21.1% | -4.1% | -21.4% |
| YTD | -26.8% | -26.0% | -0.8% | -21.8% |
| 1Y | -23.3% | -36.8% | +13.5% | -13.7% |
| 3Y | +208.6% | -10.3% | +218.9% | +204.2% |
| 5Y | +194.1% | +1.2% | +193.0% | +173.8% |
| 10Y | +1,123.6% | +198.3% | +925.3% | +650.2% |
| All | +1,516.1% | +1,328.1% | +188.0% | +545.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling