+284.2%
NEE vs PFGC
+351.0%
-66.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.3% |
| 7D | -2.1% | +3.4% | -5.5% | -2.5% |
| 30D | +8.6% | +16.9% | -8.3% | +6.5% |
| 3M | -0.3% | +6.4% | -6.7% | -1.2% |
| 6M | -8.9% | +16.0% | -24.9% | -10.7% |
| YTD | +8.3% | +23.6% | -15.3% | +5.1% |
| 1Y | +4.3% | +16.6% | -12.3% | +1.8% |
| 3Y | +70.7% | +82.3% | -11.5% | +56.9% |
| 5Y | +12.8% | +138.7% | -125.9% | -0.7% |
| All | +284.2% | +351.0% | -66.8% | +227.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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