+72.5%
NEE vs PBF
+75.3%
-2.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.8% | -6.1% | -0.5% |
| 7D | -2.8% | -4.0% | +1.2% | -2.7% |
| 30D | +9.5% | -18.0% | +27.5% | +10.1% |
| 3M | +1.0% | +0.9% | +0.1% | +0.7% |
| 6M | -8.0% | +65.7% | -73.7% | -10.2% |
| YTD | +9.4% | +161.9% | -152.4% | +3.2% |
| 1Y | +3.1% | +77.8% | -74.6% | -0.4% |
| All | +72.5% | +75.3% | -2.8% | +61.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling