+12.2%
NEE vs PCOR
-43.0%
+55.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.5% | -0.5% |
| 7D | +1.9% | -9.0% | +10.9% | +2.6% |
| 30D | -2.2% | +4.2% | -6.3% | -2.5% |
| 3M | -1.2% | +14.4% | -15.6% | -2.4% |
| 6M | -8.6% | +0.2% | -8.7% | -9.1% |
| YTD | +6.2% | -20.3% | +26.4% | +7.8% |
| 1Y | +21.1% | -16.1% | +37.2% | +21.9% |
| 3Y | +36.4% | -14.7% | +51.1% | +33.3% |
| All | +12.2% | -43.0% | +55.3% | +7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling