-14.6%
PCG vs NRG
+208.6%
-223.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.6% | -0.7% | -3.8% |
| 7D | +6.5% | +3.9% | +2.6% | +6.0% |
| 30D | -16.7% | -3.0% | -13.7% | -16.5% |
| 3M | -14.2% | -10.9% | -3.3% | -13.4% |
| 6M | -21.5% | -25.3% | +3.8% | -19.1% |
| YTD | -11.2% | -26.8% | +15.7% | -8.5% |
| 1Y | -4.2% | -23.3% | +19.1% | -2.4% |
| All | -14.6% | +208.6% | -223.2% | -42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling