+193.5%
NRG vs PBF
+799.3%
-605.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.5% |
| 7D | -4.7% | +5.3% | -10.0% | -5.1% |
| 30D | -6.0% | +11.7% | -17.7% | -6.9% |
| 3M | -8.0% | +91.1% | -99.0% | -13.1% |
| 6M | -23.2% | +88.4% | -111.6% | -27.9% |
| YTD | -28.1% | +194.1% | -222.1% | -36.1% |
| 1Y | -27.3% | +180.4% | -207.7% | -35.5% |
| 3Y | +208.7% | +59.3% | +149.3% | +177.8% |
| All | +193.5% | +799.3% | -605.9% | +132.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling