+11.4%
NEE vs PBR
+74.7%
-63.3%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -7.0% | +11.9% | +5.0% |
| 7D | +9.2% | -11.0% | +20.2% | +9.4% |
| 30D | +16.0% | -18.8% | +34.7% | +16.6% |
| 3M | +2.2% | +7.8% | -5.6% | +1.0% |
| 6M | -6.0% | -7.6% | +1.6% | -5.5% |
| YTD | +12.6% | +72.7% | -60.1% | +3.7% |
| 1Y | +11.4% | +72.9% | -61.6% | +2.0% |
| All | +11.4% | +74.7% | -63.3% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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