-49.7%
NRG vs PBF
+120.1%
-169.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -6.7% | -6.8% | -13.6% |
| 7D | -13.7% | -0.9% | -12.8% | -13.6% |
| 30D | -13.6% | -13.7% | +0.1% | -13.9% |
| 3M | -28.5% | +10.6% | -39.1% | -27.7% |
| 6M | -45.8% | +61.2% | -106.9% | -42.8% |
| YTD | -46.9% | +172.7% | -219.7% | -42.2% |
| 1Y | -49.7% | +111.0% | -160.7% | -46.1% |
| All | -49.7% | +120.1% | -169.8% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1y: compounded portfolio wealth divided by compounded PBF 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…
1y analysis · Full analysis span regression · 6 months rolling