+203.7%
NRG vs PBF
+56.6%
+147.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -4.0% | -3.3% |
| 7D | -0.2% | +2.3% | -2.5% | -0.3% |
| 30D | -6.8% | +11.6% | -18.4% | -7.5% |
| 3M | -7.1% | +81.7% | -88.9% | -10.9% |
| 6M | -27.6% | +96.4% | -124.0% | -31.6% |
| YTD | -29.2% | +189.5% | -218.7% | -36.6% |
| 1Y | -29.9% | +180.7% | -210.6% | -37.6% |
| All | +203.7% | +56.6% | +147.1% | +166.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling