+33.7%
NEE vs PCOR
-7.7%
+41.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.4% |
| 7D | -2.8% | +2.5% | -5.3% | -3.0% |
| 30D | +9.5% | +37.9% | -28.4% | +7.0% |
| 3M | +1.0% | +32.0% | -30.9% | -1.1% |
| 6M | -8.0% | +54.7% | -62.7% | -11.2% |
| YTD | +9.4% | +6.6% | +2.9% | +8.6% |
| 1Y | +3.1% | -1.7% | +4.8% | +3.1% |
| 3Y | +70.5% | +49.0% | +21.5% | +58.6% |
| 5Y | +15.2% | -12.5% | +27.8% | +6.6% |
| All | +33.7% | -7.7% | +41.4% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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