+284.2%
NEE vs PFG
+184.0%
+100.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -2.1% | +2.4% | -4.5% | -2.7% |
| 30D | +8.6% | +5.9% | +2.7% | +7.1% |
| 3M | -0.3% | -0.4% | +0.2% | -0.3% |
| 6M | -8.9% | +14.8% | -23.8% | -12.2% |
| YTD | +8.3% | +31.9% | -23.6% | +0.7% |
| 1Y | +4.3% | +38.8% | -34.6% | -4.4% |
| 3Y | +70.7% | +82.4% | -11.7% | +44.6% |
| 5Y | +12.8% | +94.7% | -81.9% | -6.8% |
| All | +284.2% | +184.0% | +100.2% | +150.9% |
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