+285.0%
NEE vs PFG
+182.5%
+102.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.5% |
| 7D | -3.4% | +0.1% | -3.5% | -3.4% |
| 30D | +9.0% | +5.0% | +4.1% | +7.8% |
| 3M | +0.2% | +0.1% | +0.1% | 0.0% |
| 6M | -8.5% | +13.8% | -22.3% | -11.6% |
| YTD | +8.6% | +31.2% | -22.7% | +1.0% |
| 1Y | +2.2% | +37.1% | -34.9% | -6.0% |
| 3Y | +69.1% | +80.6% | -11.5% | +43.6% |
| 5Y | +13.0% | +93.7% | -80.7% | -6.5% |
| All | +285.0% | +182.5% | +102.4% | +151.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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