+9.3%
PCG vs NRG
+206.1%
-196.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.1% | +2.3% |
| 7D | +2.2% | +10.0% | -7.8% | +0.4% |
| 30D | +0.8% | -3.2% | +4.0% | +0.9% |
| 3M | -23.8% | -18.5% | -5.3% | -21.4% |
| 6M | -19.6% | -25.3% | +5.7% | -16.4% |
| YTD | -16.7% | -38.1% | +21.4% | -10.9% |
| 1Y | -19.4% | -40.7% | +21.3% | -13.2% |
| 3Y | -18.3% | +121.8% | -140.1% | -43.1% |
| All | +9.3% | +206.1% | -196.8% | -35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling