+135.3%
PM vs NRG
+194.8%
-59.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.6% |
| 7D | +4.7% | -4.7% | +9.3% | +4.9% |
| 30D | +2.6% | -6.0% | +8.6% | +2.8% |
| 3M | +6.6% | -8.0% | +14.5% | +6.6% |
| 6M | +16.5% | -23.2% | +39.7% | +17.5% |
| YTD | +21.2% | -28.1% | +49.2% | +22.6% |
| 1Y | +17.9% | -27.3% | +45.2% | +18.9% |
| 3Y | +129.8% | +208.7% | -78.8% | +82.7% |
| All | +135.3% | +194.8% | -59.5% | +92.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling