+11.5%
NEE vs PCAR
+114.3%
-102.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -2.1% | +4.9% | -7.0% | -3.1% |
| 30D | +8.6% | -1.4% | +10.0% | +8.9% |
| 3M | -0.3% | -18.1% | +17.8% | +3.7% |
| 6M | -8.9% | -4.0% | -4.9% | -8.6% |
| YTD | +8.3% | -1.5% | +9.8% | +7.9% |
| 1Y | +4.3% | +13.2% | -8.9% | +0.7% |
| 3Y | +70.7% | +35.8% | +34.9% | +53.1% |
| All | +11.5% | +114.3% | -102.8% | -13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling