+193.5%
NRG vs TROW
-39.3%
+232.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.1% |
| 7D | -4.7% | -3.2% | -1.5% | -3.4% |
| 30D | -6.0% | -4.6% | -1.4% | -4.2% |
| 3M | -8.0% | -0.7% | -7.3% | -8.6% |
| 6M | -23.2% | +22.2% | -45.4% | -30.2% |
| YTD | -28.1% | +6.6% | -34.7% | -30.9% |
| 1Y | -27.3% | +5.8% | -33.1% | -30.0% |
| 3Y | +208.7% | +11.6% | +197.0% | +183.9% |
| All | +193.5% | -39.3% | +232.8% | +213.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 5y: compounded portfolio wealth divided by compounded TROW 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…
5y analysis · Full analysis span regression · 6 months rolling