+43.7%
PYPL vs NRG
+546.4%
-502.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.6% | +1.7% | -1.2% |
| 7D | -4.3% | +3.9% | -8.2% | -5.2% |
| 30D | -11.5% | -3.0% | -8.5% | -11.0% |
| 3M | +26.1% | -10.9% | +37.1% | +27.8% |
| 6M | +13.7% | -25.3% | +38.9% | +18.5% |
| YTD | -9.8% | -26.8% | +17.0% | -6.1% |
| 1Y | -22.1% | -23.3% | +1.2% | -20.1% |
| 3Y | -13.5% | +208.6% | -222.1% | -39.1% |
| 5Y | -81.6% | +194.1% | -275.7% | -87.1% |
| 10Y | +38.8% | +1,123.6% | -1,084.8% | -22.5% |
| All | +43.7% | +546.4% | -502.7% | -8.4% |
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