+258.3%
NEE vs PCAR
+363.4%
-105.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.2% | +0.9% |
| 7D | +1.1% | 0.0% | +1.0% | +1.1% |
| 30D | -0.2% | -7.7% | +7.5% | +1.6% |
| 3M | +0.5% | +3.7% | -3.2% | -0.6% |
| 6M | -6.5% | +2.3% | -8.8% | -7.5% |
| YTD | +6.7% | +12.8% | -6.1% | +3.0% |
| 1Y | +23.6% | +27.8% | -4.2% | +15.5% |
| 3Y | +37.1% | +61.8% | -24.7% | +18.1% |
| 5Y | +10.9% | +168.2% | -157.3% | -17.4% |
| All | +258.3% | +363.4% | -105.1% | +153.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling