+135.2%
PFE vs NRG
+1,284.9%
-1,149.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | -1.7% | +10.0% | -11.7% | -3.2% |
| 30D | +0.3% | -3.2% | +3.6% | +0.4% |
| 3M | +9.4% | -18.5% | +27.9% | +12.0% |
| 6M | +14.9% | -25.3% | +40.2% | +18.3% |
| YTD | +23.8% | -38.1% | +61.9% | +30.5% |
| 1Y | +19.5% | -40.7% | +60.2% | +26.7% |
| 3Y | +21.0% | +121.8% | -100.7% | -2.7% |
| 5Y | -23.9% | +209.2% | -233.1% | -43.4% |
| 10Y | +47.8% | +981.4% | -933.5% | -16.9% |
| All | +135.2% | +1,284.9% | -1,149.7% | +31.6% |
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