+17.9%
PG vs NRG
-51.3%
+69.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | -0.3% |
| 7D | +4.1% | -17.0% | +21.1% | +3.2% |
| 30D | +13.3% | -21.9% | +35.2% | +12.2% |
| 3M | +14.6% | -32.9% | +47.5% | +13.0% |
| 6M | +17.0% | -48.4% | +65.3% | +14.7% |
| YTD | +20.0% | -48.7% | +68.7% | +18.8% |
| 1Y | +17.9% | -52.8% | +70.7% | +15.8% |
| All | +17.9% | -51.3% | +69.2% | +15.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling