+253.2%
NEE vs PCAR
+361.0%
-107.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | -1.7% | -6.9% | +5.2% | -0.1% |
| 3M | -1.8% | +2.1% | -3.9% | -2.6% |
| 6M | -8.8% | +1.6% | -10.4% | -9.6% |
| YTD | +5.2% | +12.2% | -7.0% | +1.7% |
| 1Y | +21.3% | +28.0% | -6.7% | +13.3% |
| 3Y | +35.2% | +61.0% | -25.8% | +16.6% |
| 5Y | +10.1% | +163.9% | -153.8% | -17.7% |
| 10Y | +253.2% | +367.9% | -114.7% | +150.5% |
| All | +253.2% | +361.0% | -107.8% | +150.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded PCAR 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling