+193.5%
NRG vs PFGC
+110.3%
+83.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.1% | +1.8% |
| 7D | -4.7% | -4.8% | +0.1% | -3.2% |
| 30D | -6.0% | -12.5% | +6.6% | -1.9% |
| 3M | -8.0% | -9.7% | +1.8% | -5.3% |
| 6M | -23.2% | +7.0% | -30.2% | -25.5% |
| YTD | -28.1% | +4.5% | -32.5% | -29.7% |
| 1Y | -27.3% | -11.6% | -15.7% | -25.2% |
| 3Y | +208.7% | +58.5% | +150.2% | +166.1% |
| All | +193.5% | +110.3% | +83.2% | +128.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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