+1,128.3%
PSX vs NRG
+928.2%
+200.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.4% | -0.1% |
| 7D | +1.5% | -0.2% | +1.7% | +1.5% |
| 30D | +15.8% | -6.8% | +22.6% | +17.5% |
| 3M | +43.0% | -7.1% | +50.1% | +43.5% |
| 6M | +61.1% | -27.6% | +88.6% | +70.4% |
| YTD | +104.5% | -29.2% | +133.7% | +115.9% |
| 1Y | +102.5% | -29.9% | +132.4% | +112.7% |
| 3Y | +133.5% | +198.7% | -65.2% | +52.0% |
| 5Y | +367.0% | +192.9% | +174.0% | +199.2% |
| 10Y | +382.3% | +1,084.1% | -701.8% | +118.3% |
| All | +1,128.3% | +928.2% | +200.1% | +462.1% |
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 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