+208.7%
NRG vs PFG
+70.6%
+138.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.1% |
| 7D | -4.7% | -0.4% | -4.2% | -4.5% |
| 30D | -6.0% | +2.9% | -8.8% | -7.5% |
| 3M | -8.0% | +6.7% | -14.7% | -11.7% |
| 6M | -23.2% | +33.8% | -56.9% | -35.5% |
| YTD | -28.1% | +35.0% | -63.0% | -40.1% |
| 1Y | -27.3% | +46.4% | -73.7% | -42.5% |
| 3Y | +208.7% | +71.6% | +137.0% | +122.7% |
| All | +208.7% | +70.6% | +138.1% | +122.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling