+61.0%
NEE vs PCG
-21.6%
+82.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -0.8% |
| 7D | +3.9% | -1.6% | +5.5% | +4.4% |
| 30D | +12.8% | +1.4% | +11.4% | +12.2% |
| 3M | +3.6% | -23.4% | +26.9% | +11.7% |
| 6M | -7.5% | -19.4% | +11.9% | -2.6% |
| YTD | +10.7% | -18.5% | +29.2% | +15.6% |
| 1Y | +9.1% | -19.5% | +28.6% | +14.5% |
| 3Y | +61.0% | -21.0% | +82.0% | +64.0% |
| All | +61.0% | -21.6% | +82.6% | +64.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling