-8.0%
PCG vs NRG
+1,589.2%
-1,597.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.4% | -4.0% | +0.9% |
| 7D | -13.9% | +7.1% | -21.0% | -15.2% |
| 30D | -16.9% | -1.4% | -15.4% | -16.7% |
| 3M | -14.7% | -10.5% | -4.3% | -13.4% |
| 6M | -23.8% | -26.7% | +2.9% | -19.4% |
| YTD | -10.5% | -24.5% | +14.0% | -6.4% |
| 1Y | -5.1% | -18.6% | +13.4% | -3.3% |
| 3Y | -11.6% | +227.1% | -238.8% | -40.0% |
| 5Y | +59.0% | +198.8% | -139.8% | +8.6% |
| 10Y | -75.7% | +1,122.3% | -1,198.0% | -88.3% |
| All | -8.0% | +1,589.2% | -1,597.2% | -61.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling