+19.4%
NEE vs PBF
+167.4%
-148.0%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.2% |
| 7D | -1.9% | +2.3% | -4.3% | -1.9% |
| 30D | -3.1% | +11.6% | -14.7% | -3.0% |
| 3M | -2.4% | +81.7% | -84.2% | -1.5% |
| 6M | -8.6% | +96.4% | -105.0% | -7.8% |
| YTD | +4.9% | +189.5% | -184.5% | +5.3% |
| 1Y | +19.4% | +180.7% | -161.4% | +22.0% |
| All | +19.4% | +167.4% | -148.0% | +22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling