+281.9%
NEE vs PCG
-77.2%
+359.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.2% |
| 7D | +2.2% | -1.1% | +3.2% | +2.3% |
| 30D | +12.3% | +0.1% | +12.2% | +12.2% |
| 3M | +3.4% | -24.4% | +27.8% | +6.0% |
| 6M | -5.3% | -17.7% | +12.3% | -3.8% |
| YTD | +10.6% | -17.4% | +28.0% | +12.3% |
| 1Y | +6.5% | -19.4% | +25.8% | +8.3% |
| 3Y | +73.5% | -18.6% | +92.1% | +76.3% |
| 5Y | +17.0% | +10.2% | +6.8% | +15.9% |
| 10Y | +281.9% | -76.7% | +358.6% | +289.7% |
| All | +281.9% | -77.2% | +359.1% | +289.7% |
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