+285.0%
NEE vs PCG
-76.5%
+361.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | -3.4% | -2.0% | -1.4% | -3.2% |
| 30D | +9.0% | -2.7% | +11.7% | +9.3% |
| 3M | +0.2% | -25.1% | +25.2% | +2.8% |
| 6M | -8.5% | -22.3% | +13.8% | -6.5% |
| YTD | +8.6% | -18.5% | +27.0% | +10.4% |
| 1Y | +2.2% | -21.8% | +24.0% | +4.3% |
| 3Y | +69.1% | -21.0% | +90.1% | +72.3% |
| 5Y | +13.0% | +8.1% | +4.9% | +12.2% |
| All | +285.0% | -76.5% | +361.5% | +287.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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