+2,729.7%
NEE vs PFG
+979.8%
+1,749.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.0% |
| 3M | +0.2% | +0.1% | +0.1% | +0.1% |
| 6M | -8.5% | +13.8% | -22.3% | -11.0% |
| YTD | +8.6% | +31.2% | -22.7% | +2.5% |
| 1Y | +2.2% | +37.1% | -34.9% | -4.5% |
| 3Y | +69.1% | +80.6% | -11.5% | +48.7% |
| 5Y | +13.0% | +93.7% | -80.7% | -2.7% |
| 10Y | +288.0% | +185.5% | +102.5% | +193.5% |
| All | +2,729.7% | +979.8% | +1,749.9% | +1,307.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling