+244.8%
NEE vs PBF
+374.8%
-130.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.7% | -0.2% |
| 7D | -1.3% | +5.3% | -6.7% | -1.6% |
| 30D | -3.3% | +11.7% | -15.1% | -3.8% |
| 3M | -2.3% | +91.1% | -93.3% | -5.3% |
| 6M | -8.9% | +88.4% | -97.3% | -11.9% |
| YTD | +4.8% | +194.1% | -189.3% | -1.1% |
| 1Y | +18.7% | +180.4% | -161.7% | +12.1% |
| 3Y | +33.2% | +59.3% | -26.1% | +27.5% |
| 5Y | +10.9% | +816.3% | -805.4% | -3.5% |
| All | +244.8% | +374.8% | -130.0% | +188.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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