+46.9%
PM vs NRG
-50.8%
+97.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -13.5% | +15.1% | +1.0% |
| 7D | +4.3% | -13.7% | +18.0% | +3.7% |
| 30D | +11.5% | -13.6% | +25.0% | +10.8% |
| 3M | +13.0% | -28.5% | +41.6% | +11.8% |
| 6M | +25.9% | -45.8% | +71.7% | +25.0% |
| YTD | +34.0% | -46.9% | +80.9% | +33.5% |
| 1Y | +46.9% | -49.7% | +96.6% | +45.3% |
| All | +46.9% | -50.8% | +97.7% | +45.3% |
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