+773.5%
PM vs NRG
+301.1%
+472.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | -1.3% | +9.3% | -10.5% | -2.6% |
| 30D | -2.6% | +1.3% | -3.8% | -2.9% |
| 3M | +5.8% | -6.0% | +11.8% | +5.9% |
| 6M | +10.6% | -22.0% | +32.5% | +13.3% |
| YTD | +17.2% | -24.1% | +41.3% | +20.2% |
| 1Y | +17.6% | -18.0% | +35.7% | +18.5% |
| 3Y | +124.3% | +220.0% | -95.8% | +69.4% |
| 5Y | +125.1% | +201.1% | -76.0% | +69.2% |
| 10Y | +198.6% | +1,085.1% | -886.5% | +69.4% |
| All | +773.5% | +301.1% | +472.5% | +396.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling