+578.1%
NRG vs PBF
+315.6%
+262.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.2% | -3.5% |
| 7D | +3.9% | +1.4% | +2.5% | +3.7% |
| 30D | -3.0% | +15.8% | -18.8% | -5.0% |
| 3M | -10.9% | +90.3% | -101.2% | -18.6% |
| 6M | -25.3% | +102.8% | -128.1% | -33.1% |
| YTD | -26.8% | +187.3% | -214.2% | -38.0% |
| 1Y | -23.3% | +161.8% | -185.1% | -34.8% |
| 3Y | +208.6% | +55.5% | +153.1% | +172.8% |
| 5Y | +194.1% | +801.9% | -607.8% | +91.4% |
| 10Y | +1,123.6% | +362.2% | +761.3% | +616.9% |
| All | +578.1% | +315.6% | +262.5% | +269.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling