+145.2%
NEE vs PDD
+200.9%
-55.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +0.6% |
| 7D | +1.1% | -4.1% | +5.2% | +1.2% |
| 30D | -0.2% | -13.1% | +12.9% | +0.2% |
| 3M | +0.5% | -3.5% | +4.0% | +0.6% |
| 6M | -6.5% | -21.8% | +15.3% | -5.9% |
| YTD | +6.7% | -29.7% | +36.4% | +7.8% |
| 1Y | +23.6% | -36.2% | +59.8% | +25.3% |
| 3Y | +37.1% | -16.4% | +53.5% | +36.5% |
| 5Y | +10.9% | -23.8% | +34.8% | +8.3% |
| All | +145.2% | +200.9% | -55.8% | +137.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded PDD 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling