-14.9%
PEP vs NRG
+198.7%
-213.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | -0.2% |
| 7D | -1.4% | -0.2% | -1.2% | -1.4% |
| 30D | -0.2% | -6.8% | +6.6% | -0.5% |
| 3M | -4.3% | -7.1% | +2.8% | -4.5% |
| 6M | -13.2% | -27.6% | +14.4% | -14.1% |
| YTD | -1.9% | -29.2% | +27.3% | -2.9% |
| 1Y | -0.3% | -29.9% | +29.6% | -1.3% |
| All | -14.9% | +198.7% | -213.6% | -10.9% |
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