+218.5%
PWR vs NRG
+203.5%
+15.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.6% | +3.5% | +4.4% |
| 7D | +4.2% | -4.7% | +8.9% | +6.5% |
| 30D | -4.0% | -6.0% | +1.9% | -1.7% |
| 3M | -4.8% | -8.0% | +3.2% | -2.5% |
| 6M | +14.6% | -23.2% | +37.8% | +26.4% |
| YTD | +54.2% | -28.1% | +82.3% | +74.1% |
| 1Y | +67.1% | -27.3% | +94.4% | +87.1% |
| 3Y | +218.5% | +208.7% | +9.8% | +61.8% |
| All | +218.5% | +203.5% | +15.0% | +61.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling