+447.1%
PEP vs NRG
+1,598.0%
-1,150.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | +0.1% | +9.3% | -9.2% | -0.9% |
| 30D | +0.7% | +1.3% | -0.6% | +0.4% |
| 3M | -0.5% | -6.0% | +5.5% | -0.5% |
| 6M | -11.3% | -22.0% | +10.7% | -9.7% |
| YTD | -0.6% | -24.1% | +23.5% | +1.3% |
| 1Y | +1.7% | -18.0% | +19.7% | +2.2% |
| 3Y | -12.5% | +220.0% | -232.5% | -28.9% |
| 5Y | +3.9% | +201.1% | -197.2% | -16.0% |
| 10Y | +76.6% | +1,085.1% | -1,008.5% | +16.0% |
| All | +447.1% | +1,598.0% | -1,150.9% | +250.8% |
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 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