+1,575.9%
NRG vs PFG
+556.5%
+1,019.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.0% |
| 7D | +9.3% | +6.0% | +3.3% | +7.0% |
| 30D | +1.3% | +2.2% | -0.9% | +0.4% |
| 3M | -6.0% | +10.4% | -16.3% | -9.5% |
| 6M | -22.0% | +27.8% | -49.7% | -28.4% |
| YTD | -24.1% | +33.6% | -57.8% | -31.5% |
| 1Y | -18.0% | +49.3% | -67.3% | -28.8% |
| 3Y | +220.0% | +69.7% | +150.3% | +166.2% |
| 5Y | +201.1% | +111.3% | +89.8% | +131.4% |
| 10Y | +1,085.1% | +240.3% | +844.8% | +643.8% |
| All | +1,575.9% | +556.5% | +1,019.4% | +637.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling