+7,487.8%
NEE vs PCAR
+13,012.7%
-5,525.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +2.3% | +3.8% | -1.5% | +1.6% |
| 30D | +11.5% | -2.0% | +13.5% | +11.9% |
| 3M | +2.6% | -19.1% | +21.7% | +6.6% |
| 6M | -6.0% | -6.8% | +0.8% | -5.0% |
| YTD | +9.8% | -2.5% | +12.3% | +9.8% |
| 1Y | +4.7% | +9.7% | -5.0% | +2.3% |
| 3Y | +71.0% | +34.0% | +37.1% | +59.3% |
| 5Y | +15.8% | +113.3% | -97.5% | -1.8% |
| 10Y | +287.3% | +278.2% | +9.1% | +191.0% |
| All | +7,487.8% | +13,012.7% | -5,525.0% | +3,302.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling