+32.8%
PFE vs NRG
+1,083.9%
-1,051.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.4% | +0.1% |
| 7D | -2.6% | -4.7% | +2.1% | -2.0% |
| 30D | +5.4% | -6.0% | +11.3% | +6.0% |
| 3M | +7.8% | -8.0% | +15.7% | +8.1% |
| 6M | +5.0% | -23.2% | +28.2% | +7.3% |
| YTD | +17.1% | -28.1% | +45.1% | +20.3% |
| 1Y | +19.3% | -27.3% | +46.6% | +22.0% |
| 3Y | -0.9% | +208.7% | -209.6% | -22.2% |
| 5Y | -20.8% | +197.7% | -218.4% | -38.3% |
| All | +32.8% | +1,083.9% | -1,051.1% | -10.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling