-76.3%
PCG vs NRG
+1,083.9%
-1,160.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.3% | -2.1% |
| 7D | -3.5% | -4.7% | +1.2% | -2.3% |
| 30D | -20.6% | -6.0% | -14.6% | -19.4% |
| 3M | -17.6% | -8.0% | -9.6% | -16.8% |
| 6M | -23.5% | -23.2% | -0.3% | -19.6% |
| YTD | -13.6% | -28.1% | +14.4% | -8.1% |
| 1Y | -11.3% | -27.3% | +15.9% | -6.8% |
| 3Y | -16.9% | +208.7% | -225.6% | -49.0% |
| 5Y | +50.8% | +197.7% | -146.8% | -8.5% |
| All | -76.3% | +1,083.9% | -1,160.2% | -88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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