+53.3%
PCG vs NRG
+183.6%
-130.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.5% |
| 7D | +0.5% | -0.2% | +0.7% | +0.5% |
| 30D | -18.9% | -6.8% | -12.1% | -17.9% |
| 3M | -15.8% | -7.1% | -8.7% | -15.4% |
| 6M | -22.6% | -27.6% | +5.0% | -18.9% |
| YTD | -12.2% | -29.2% | +17.0% | -7.9% |
| 1Y | -7.1% | -29.9% | +22.8% | -2.9% |
| 3Y | -15.8% | +198.7% | -214.5% | -44.9% |
| 5Y | +53.3% | +192.9% | -139.6% | +3.7% |
| All | +53.3% | +183.6% | -130.3% | +3.7% |
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