+35.6%
PFE vs NRG
-50.8%
+86.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -13.5% | +16.1% | +2.5% |
| 7D | +4.6% | -13.7% | +18.3% | +4.4% |
| 30D | +12.3% | -13.6% | +25.9% | +12.1% |
| 3M | +21.2% | -28.5% | +49.7% | +21.1% |
| 6M | +21.1% | -45.8% | +66.9% | +22.1% |
| YTD | +30.0% | -46.9% | +77.0% | +31.2% |
| 1Y | +35.6% | -49.7% | +85.3% | +37.1% |
| All | +35.6% | -50.8% | +86.4% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 1y: compounded portfolio wealth divided by compounded NRG 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…
1y analysis · Full analysis span regression · 6 months rolling