+11.5%
NEE vs PENG
+56.5%
-45.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.5% | +5.3% | -0.1% |
| 7D | -2.1% | +13.2% | -15.3% | -2.4% |
| 30D | +8.6% | -29.9% | +38.5% | +9.4% |
| 3M | -0.3% | -22.2% | +21.9% | -0.1% |
| 6M | -8.9% | -1.9% | -7.0% | -10.3% |
| YTD | +8.3% | +142.1% | -133.8% | +2.2% |
| 1Y | +4.3% | +151.5% | -147.3% | -1.9% |
| 3Y | +70.7% | +206.9% | -136.2% | +54.4% |
| All | +11.5% | +56.5% | -45.1% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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