+17.4%
PM vs NRG
-18.6%
+36.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.4% | -8.4% | -1.7% |
| 7D | -4.9% | +7.1% | -12.0% | -4.6% |
| 30D | -3.4% | -1.4% | -2.0% | -3.4% |
| 3M | +5.2% | -10.5% | +15.6% | +5.0% |
| 6M | +3.7% | -26.7% | +30.5% | +3.5% |
| YTD | +15.8% | -24.5% | +40.3% | +15.9% |
| 1Y | +17.4% | -18.6% | +35.9% | +18.2% |
| All | +17.4% | -18.6% | +36.0% | +18.2% |
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 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