+11.0%
NEE vs PEG
+35.4%
-24.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.1% |
| 7D | -1.9% | -0.9% | -1.0% | -1.3% |
| 30D | -3.1% | -2.8% | -0.4% | -1.2% |
| 3M | -2.4% | -6.9% | +4.5% | +2.5% |
| 6M | -8.6% | -11.4% | +2.8% | -0.8% |
| YTD | +4.9% | -7.4% | +12.3% | +10.3% |
| 1Y | +19.4% | -8.3% | +27.6% | +26.0% |
| 3Y | +34.9% | +31.5% | +3.3% | +3.5% |
| 5Y | +11.0% | +38.0% | -26.9% | -19.7% |
| All | +11.0% | +35.4% | -24.4% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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