+40.1%
PYPL vs NRG
+1,083.9%
-1,043.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.9% | +0.4% |
| 7D | -2.3% | -4.7% | +2.4% | -1.2% |
| 30D | -9.0% | -6.0% | -3.1% | -7.9% |
| 3M | +30.6% | -8.0% | +38.5% | +31.4% |
| 6M | +18.6% | -23.2% | +41.7% | +23.3% |
| YTD | -7.2% | -28.1% | +20.9% | -2.6% |
| 1Y | -19.3% | -27.3% | +8.0% | -16.0% |
| 3Y | -12.3% | +208.7% | -220.9% | -42.7% |
| 5Y | -80.9% | +197.7% | -278.5% | -87.6% |
| All | +40.1% | +1,083.9% | -1,043.8% | -26.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling