-19.0%
PFE vs NRG
+194.8%
-213.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.4% | +0.1% |
| 7D | -2.6% | -4.7% | +2.1% | -2.3% |
| 30D | +5.4% | -6.0% | +11.3% | +5.7% |
| 3M | +7.8% | -8.0% | +15.7% | +7.8% |
| 6M | +5.0% | -23.2% | +28.2% | +6.4% |
| YTD | +17.1% | -28.1% | +45.1% | +19.1% |
| 1Y | +19.3% | -27.3% | +46.6% | +21.0% |
| 3Y | -0.9% | +208.7% | -209.6% | -18.9% |
| All | -19.0% | +194.8% | -213.8% | -32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling