+590.8%
NEE vs PBF
+303.9%
+287.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.7% |
| 7D | +1.9% | +4.3% | -2.4% | +1.7% |
| 30D | -2.2% | +22.0% | -24.1% | -3.1% |
| 3M | -1.2% | +74.5% | -75.7% | -4.0% |
| 6M | -8.6% | +67.7% | -76.2% | -11.3% |
| YTD | +6.2% | +179.2% | -173.0% | +0.3% |
| 1Y | +21.1% | +170.0% | -148.9% | +14.2% |
| 3Y | +36.4% | +66.4% | -30.0% | +30.1% |
| 5Y | +11.4% | +764.5% | -753.1% | -3.5% |
| 10Y | +250.0% | +358.5% | -108.5% | +182.3% |
| All | +590.8% | +303.9% | +287.0% | +430.6% |
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 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