+1,065.2%
NRG vs PFG
+251.1%
+814.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.6% | +1.2% |
| 7D | -4.7% | -0.4% | -4.2% | -4.5% |
| 30D | -6.0% | +2.9% | -8.9% | -7.4% |
| 3M | -8.0% | +6.7% | -14.7% | -11.2% |
| 6M | -23.2% | +33.8% | -56.9% | -33.2% |
| YTD | -28.1% | +35.0% | -63.0% | -37.9% |
| 1Y | -27.3% | +46.4% | -73.7% | -39.6% |
| 3Y | +208.7% | +71.7% | +137.0% | +137.2% |
| 5Y | +197.7% | +113.7% | +84.0% | +105.0% |
| All | +1,065.2% | +251.1% | +814.1% | +436.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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