+362.6%
PSX vs NRG
+194.8%
+167.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.1% |
| 7D | +1.7% | -4.7% | +6.4% | +2.5% |
| 30D | +15.6% | -6.0% | +21.6% | +16.6% |
| 3M | +46.5% | -8.0% | +54.4% | +47.0% |
| 6M | +55.0% | -23.2% | +78.2% | +59.8% |
| YTD | +105.3% | -28.1% | +133.3% | +113.1% |
| 1Y | +101.6% | -27.3% | +128.9% | +107.4% |
| 3Y | +134.1% | +208.7% | -74.5% | +51.5% |
| All | +362.6% | +194.8% | +167.8% | +202.1% |
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