+604.8%
NEE vs PBF
+289.1%
+315.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | -2.1% | +6.5% | -8.6% | -2.4% |
| 30D | +8.6% | -20.0% | +28.6% | +9.6% |
| 3M | -0.3% | -3.3% | +3.0% | -0.4% |
| 6M | -8.9% | +76.8% | -85.7% | -11.8% |
| YTD | +8.3% | +168.9% | -160.6% | +2.3% |
| 1Y | +4.3% | +96.4% | -92.1% | -0.1% |
| 3Y | +70.7% | +77.2% | -6.5% | +62.0% |
| 5Y | +12.8% | +417.7% | -404.9% | +0.4% |
| 10Y | +287.2% | +264.7% | +22.5% | +215.6% |
| All | +604.8% | +289.1% | +315.8% | +441.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling