+244.8%
NEE vs PFG
+251.1%
-6.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -0.4% |
| 7D | -1.3% | -0.4% | -0.9% | -1.2% |
| 30D | -3.3% | +2.9% | -6.2% | -4.0% |
| 3M | -2.3% | +6.7% | -9.0% | -3.9% |
| 6M | -8.9% | +33.8% | -42.6% | -15.2% |
| YTD | +4.8% | +35.0% | -30.2% | -3.0% |
| 1Y | +18.7% | +46.4% | -27.7% | +7.5% |
| 3Y | +33.2% | +71.7% | -38.4% | +14.8% |
| 5Y | +10.9% | +113.7% | -102.8% | -10.1% |
| All | +244.8% | +251.1% | -6.2% | +120.4% |
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