+2,783.7%
NEE vs PBR
+1,873.9%
+909.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | -0.5% | +0.3% | -0.9% | -0.6% |
| 30D | -1.7% | +17.5% | -19.2% | -3.8% |
| 3M | -1.8% | +20.9% | -22.7% | -4.5% |
| 6M | -8.8% | +20.2% | -29.1% | -11.4% |
| YTD | +5.2% | +84.3% | -79.1% | -3.5% |
| 1Y | +21.3% | +77.1% | -55.8% | +11.7% |
| 3Y | +35.2% | +100.8% | -65.6% | +21.2% |
| 5Y | +10.1% | +556.1% | -546.0% | -18.2% |
| 10Y | +253.2% | +676.1% | -422.8% | +131.4% |
| All | +2,783.7% | +1,873.9% | +909.8% | +1,474.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling