+116.1%
PG vs NRG
+1,083.9%
-967.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.5% |
| 7D | -0.8% | -4.7% | +3.9% | -0.4% |
| 30D | +0.8% | -6.0% | +6.8% | +1.3% |
| 3M | -1.3% | -8.0% | +6.6% | -1.1% |
| 6M | -3.8% | -23.2% | +19.3% | -2.3% |
| YTD | +3.6% | -28.1% | +31.7% | +5.8% |
| 1Y | -5.7% | -27.3% | +21.5% | -4.2% |
| 3Y | +1.6% | +208.7% | -207.1% | -18.5% |
| 5Y | +14.6% | +197.7% | -183.0% | -8.9% |
| All | +116.1% | +1,083.9% | -967.8% | +53.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling