+245.4%
NEE vs PCG
-75.0%
+320.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.2% | +0.1% |
| 7D | +1.1% | +5.4% | -4.3% | +0.5% |
| 30D | -0.2% | -15.1% | +14.9% | +1.1% |
| 3M | +0.5% | -9.8% | +10.3% | +1.2% |
| 6M | -6.5% | -18.0% | +11.5% | -4.9% |
| YTD | +6.7% | -7.2% | +13.9% | +7.1% |
| 1Y | +23.6% | +2.9% | +20.7% | +22.8% |
| 3Y | +37.1% | -11.1% | +48.2% | +38.2% |
| 5Y | +10.9% | +61.8% | -50.9% | +6.4% |
| 10Y | +245.4% | -75.2% | +320.5% | +280.0% |
| All | +245.4% | -75.0% | +320.3% | +280.0% |
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