+1,065.2%
NRG vs PBF
+374.8%
+690.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.4% |
| 7D | -4.7% | +5.3% | -10.0% | -5.3% |
| 30D | -6.0% | +11.7% | -17.7% | -7.4% |
| 3M | -8.0% | +91.1% | -99.0% | -15.3% |
| 6M | -23.2% | +88.4% | -111.6% | -29.9% |
| YTD | -28.1% | +194.1% | -222.1% | -38.5% |
| 1Y | -27.3% | +180.4% | -207.7% | -38.0% |
| 3Y | +208.7% | +59.3% | +149.3% | +174.2% |
| 5Y | +197.7% | +816.3% | -618.6% | +99.3% |
| All | +1,065.2% | +374.8% | +690.3% | +616.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling