+37.1%
NEE vs PFGC
+63.1%
-26.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.3% | +0.7% |
| 7D | +1.1% | -2.4% | +3.5% | +1.3% |
| 30D | -0.2% | -15.8% | +15.5% | +1.6% |
| 3M | +0.5% | -0.6% | +1.1% | +0.5% |
| 6M | -6.5% | +10.7% | -17.2% | -7.8% |
| YTD | +6.7% | +7.6% | -0.9% | +5.3% |
| 1Y | +23.6% | -7.8% | +31.4% | +24.1% |
| 3Y | +37.1% | +63.7% | -26.6% | +15.9% |
| All | +37.1% | +63.1% | -26.0% | +15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling