+123.0%
PFE vs NRG
+1,598.0%
-1,475.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.4% |
| 7D | -2.7% | +9.3% | -11.9% | -4.1% |
| 30D | +3.8% | +1.3% | +2.6% | +3.5% |
| 3M | +10.4% | -6.0% | +16.4% | +10.5% |
| 6M | +6.3% | -22.0% | +28.2% | +9.1% |
| YTD | +17.4% | -24.1% | +41.5% | +20.6% |
| 1Y | +21.1% | -18.0% | +39.2% | +22.2% |
| 3Y | -1.6% | +220.0% | -221.6% | -25.2% |
| 5Y | -22.2% | +201.1% | -223.3% | -41.2% |
| 10Y | +32.9% | +1,085.1% | -1,052.2% | -26.0% |
| All | +123.0% | +1,598.0% | -1,475.0% | +21.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling