+8,000.2%
PWR vs NRG
+1,484.6%
+6,515.6%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | 0.0% |
| 7D | -0.2% | -0.2% | 0.0% | -0.3% |
| 30D | -7.7% | -6.8% | -0.9% | -5.4% |
| 3M | -4.9% | -7.1% | +2.2% | -3.1% |
| 6M | +9.7% | -27.6% | +37.3% | +22.9% |
| YTD | +46.7% | -29.2% | +75.9% | +65.2% |
| 1Y | +58.7% | -29.9% | +88.6% | +79.0% |
| 3Y | +200.7% | +198.7% | +2.1% | +82.2% |
| 5Y | +438.6% | +192.9% | +245.6% | +219.8% |
| 10Y | +2,392.1% | +1,084.1% | +1,308.0% | +644.8% |
| All | +8,000.2% | +1,484.6% | +6,515.6% | +2,171.9% |
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